Related papers: A Distributionally Robust Area Under Curve Maximiz…
The Receiver Operating Characteristic (ROC) curve and the Area Under the Curve (AUC) of the ROC curve are widely used to compare the performance of diagnostic and prognostic assays. The ROC curve has the advantage that it is independent of…
Dialogue acts (DAs) can represent conversational actions of tutors or students that take place during tutoring dialogues. Automating the identification of DAs in tutoring dialogues is significant to the design of dialogue-based intelligent…
In machine learning contests such as the ImageNet Large Scale Visual Recognition Challenge and the KDD Cup, contestants can submit candidate solutions and receive from an oracle (typically the organizers of the competition) the accuracy of…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Risk stratification is most directly and informatively summarized as a risk distribution curve. From this curve the ROC curve, predictiveness curve, and other curves depicting risk stratification can be derived, demonstrating that they…
Deep AUC Maximization (DAM) is a new paradigm for learning a deep neural network by maximizing the AUC score of the model on a dataset. Most previous works of AUC maximization focus on the perspective of optimization by designing efficient…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…
In this paper, we show the arc length of the optimal ROC curve is an $f$-divergence. By leveraging this result, we express the arc length using a variational objective and estimate it accurately using positive and negative samples. We show…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
While solutions of Distributionally Robust Optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the Sample Average Approximation (SAA), there is no guarantee. In this paper, we introduce a class of…
Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…
Distributionally Robust (DR) optimization aims to certify worst-case risk within a Wasserstein uncertainty set. Current certifications typically rely either on global Lipschitz bounds, which are often conservative, or on local gradient…
We introduce a new class of optimal-transport-regularized divergences, $D^c$, constructed via an infimal convolution between an information divergence, $D$, and an optimal-transport (OT) cost, $C$, and study their use in distributionally…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
The receiver operating characteristic (ROC) curve is a very useful tool for analyzing the diagnostic/classification power of instruments/classification schemes as long as a binary-scale gold standard is available. When the gold standard is…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
ROC curves and cost curves are two popular ways of visualising classifier performance, finding appropriate thresholds according to the operating condition, and deriving useful aggregated measures such as the area under the ROC curve (AUC)…
Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…
With an extensive increment of computation demands, the aerial multi-access edge computing (MEC), mainly based on unmanned aerial vehicles (UAVs) and high altitude platforms (HAPs), plays significant roles in future network scenarios. In…