Related papers: Optimal Robust Learning of Discrete Distributions …
We study the risk performance of distributed learning for the regularization empirical risk minimization with fast convergence rate, substantially improving the error analysis of the existing divide-and-conquer based distributed learning.…
This work is devoted to the problem of distributed target tracking when a team of robots detect the target through a variable perception-latency mechanism. A reference for the robots to track is constructed in terms of a desired formation…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…
Learning algorithms that divide the data into batches are prevalent in many machine-learning applications, typically offering useful trade-offs between computational efficiency and performance. In this paper, we examine the benefits of…
In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…
A fundamental challenge for any intelligent system is prediction: given some inputs, can you predict corresponding outcomes? Most work on supervised learning has focused on producing accurate marginal predictions for each input. However, we…
We propose Distributionally Balanced Designs (DBD), a new class of probability sampling designs that target representativeness at the level of the full auxiliary distribution rather than selected moments. In disciplines such as ecology,…
We consider robust optimization problems, where the goal is to optimize in the worst case over a class of objective functions. We develop a reduction from robust improper optimization to Bayesian optimization: given an oracle that returns…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…
In scientific machine learning, models are routinely deployed with parameter values or boundary conditions far from those used in training. This paper studies the learning-where-to-learn problem of designing a training data distribution…
The predictive normalized maximum likelihood (pNML) approach has recently been proposed as the min-max optimal solution to the batch learning problem where both the training set and the test data feature are individuals, known sequences.…
In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…
We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…
We study the problem of cooperative inference where a group of agents interact over a network and seek to estimate a joint parameter that best explains a set of observations. Agents do not know the network topology or the observations of…
Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…
This paper explores the process of optimal quantization for several types of discrete probability distributions. Quantization is a technique used to approximate a complex distribution with a smaller set of representative points, which is…
We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…
When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…