Related papers: A General Method for Robust Learning from Batches
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…
This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…
The question why deep learning algorithms generalize so well has attracted increasing research interest. However, most of the well-established approaches, such as hypothesis capacity, stability or sparseness, have not provided complete…
This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…
Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To…
The last decade has seen a number of advances in computationally efficient algorithms for statistical methods subject to robustness constraints. An estimator may be robust in a number of different ways: to contamination of the dataset, to…
We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…
Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in…
Federated learning is the centralized training of statistical models from decentralized data on mobile devices while preserving the privacy of each device. We present a robust aggregation approach to make federated learning robust to…
We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…
We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified. Earlier works [veeravalli 1994] and [Unnikrishnan 2011]…
We demonstrate the effectiveness of the categorical distribution as a neural network output for next event prediction. This is done for both discrete-time and continuous-time event sequences. To model continuous-time processes, the…
Verifying the robustness of machine learning models against evasion attacks at test time is an important research problem. Unfortunately, prior work established that this problem is NP-hard for decision tree ensembles, hence bound to be…
We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
We propose a framework for adversarial training that relies on a sample rather than a single sample point as the fundamental unit of discrimination. Inspired by discrepancy measures and two-sample tests between probability distributions, we…
We investigate distributed memory parallel sorting algorithms that scale to the largest available machines and are robust with respect to input size and distribution of the input elements. The main outcome is that four sorting algorithms…
Non-adversarial robustness, also known as natural robustness, is a property of deep learning models that enables them to maintain performance even when faced with distribution shifts caused by natural variations in data. However, achieving…