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We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

Machine Learning · Computer Science 2021-07-13 Yijie Wang , Viet Anh Nguyen , Grani A. Hanasusanto

Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or…

Machine Learning · Statistics 2021-10-01 Tam Le , Truyen Nguyen , Makoto Yamada , Jose Blanchet , Viet Anh Nguyen

There has been great interest in enhancing the robustness of neural network classifiers to defend against adversarial perturbations through adversarial training, while balancing the trade-off between robust accuracy and standard accuracy.…

Machine Learning · Computer Science 2022-10-24 Chester Holtz , Tsui-Wei Weng , Gal Mishne

Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…

Artificial Intelligence · Computer Science 2025-01-22 Cheuk Hang Leung , Yiyan Huang , Yijun Li , Qi Wu

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

The ever-increasing parameter counts of deep learning models necessitate effective compression techniques for deployment on resource-constrained devices. This paper explores the application of information geometry, the study of…

Machine Learning · Computer Science 2025-07-15 Zakhar Shumaylov , Vasileios Tsiaras , Yannis Stylianou

Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…

Methodology · Statistics 2026-05-27 Yi Liu , Huiman Barnhart , Sean O'Brien , Yuliya Lokhnygina , Roland A. Matsouaka

The challenge of Out-of-Distribution (OOD) generalization poses a foundational concern for the application of machine learning algorithms to risk-sensitive areas. Inspired by traditional importance weighting and propensity weighting…

Machine Learning · Computer Science 2025-02-12 Han Yu , Yue He , Renzhe Xu , Dongbai Li , Jiayin Zhang , Wenchao Zou , Peng Cui

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistical inference for matrix factor model in the ``diverging…

Methodology · Statistics 2023-06-07 Yong He , Xin-Bing Kong , Dong Liu , Ran Zhao

Continual learning poses a fundamental challenge for modern machine learning systems, requiring models to adapt to new tasks while retaining knowledge from previous ones. Addressing this challenge necessitates the development of efficient…

Machine Learning · Computer Science 2024-04-10 Jędrzej Kozal , Jan Wasilewski , Bartosz Krawczyk , Michał Woźniak

Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…

Methodology · Statistics 2019-11-19 Haodi Liang , Cecilia Cotton

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Machine Learning · Computer Science 2020-07-09 Andrii Trelin , Aleš Procházka

We propose a simple method by which to choose sample weights for problems with highly imbalanced or skewed traits. Rather than naively discretizing regression labels to find binned weights, we take a more principled approach -- we derive…

Machine Learning · Computer Science 2021-04-01 Daniel J. Wu , Avoy Datta

Selection bias can hinder accurate estimation of association parameters in binary disease risk models using non-probability samples like electronic health records (EHRs). The issue is compounded when participants are recruited from multiple…

Implicit Neural Representations (INRs) encode discrete signals in a continuous manner using neural networks, demonstrating significant value across various multimedia applications. However, the vulnerability of INRs presents a critical…

Computer Vision and Pattern Recognition · Computer Science 2025-08-20 Wenyong Zhou , Yuxin Cheng , Zhengwu Liu , Taiqiang Wu , Chen Zhang , Ngai Wong

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

Optimization and Control · Mathematics 2021-03-22 Harshal D. Kaushik , Farzad Yousefian

Recent work by Rauhut and Ward developed a notion of weighted sparsity and a corresponding notion of Restricted Isometry Property for the space of weighted sparse signals. Using these notions, we pose a best weighted sparse approximation…

Information Theory · Computer Science 2015-01-08 Jason Jo

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

Optimization and Control · Mathematics 2023-11-03 Angelia Nedich , Tatiana Tatarenko
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