Related papers: A robust algorithm for explaining unreliable machi…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Locally interpretable model agnostic explanations (LIME) method is one of the most popular methods used to explain black-box models at a per example level. Although many variants have been proposed, few provide a simple way to produce high…
This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust…
In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…
A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge…
Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…
Explanation methods shed light on the decision process of black-box classifiers such as deep neural networks. But their usefulness can be compromised because they are susceptible to manipulations. With this work, we aim to enhance the…
The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…
Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…
Deep neural networks for survival prediction outper-form classical approaches in discrimination, which is the ordering of patients according to their time-of-event. Conversely, classical approaches like the Cox Proportional Hazards model…
A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for…
Previous studies have shown that hazard ratios between treatment groups estimated with the Cox model are uninterpretable because the unspecified baseline hazard of the model fails to identify temporal change in the risk set composition due…
We present an algorithm that takes a discrete random variable $X$ and a number $m$ and computes a random variable whose support (set of possible outcomes) is of size at most $m$ and whose Kolmogorov distance from $X$ is minimal. In addition…
In this paper, we expand the methodology presented in Mertens et. al (2020, Biometrical Journal) to the study of life-time (survival) outcome which is subject to censoring and when imputation is used to account for missing values. We…
In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…
We present an algorithm for learning parametric constraints from locally-optimal demonstrations, where the cost function being optimized is uncertain to the learner. Our method uses the Karush-Kuhn-Tucker (KKT) optimality conditions of the…
Objective: Survival analysis is central to medical prediction, yet large language models (LLMs) are rarely used as end-to-end survival models because censoring prevents straightforward supervised fine-tuning. Here we present LLMSurvival, a…
The Kolmogorov-Smirnov (KS) test is popularly used in many applications, such as anomaly detection, astronomy, database security and AI systems. One challenge remained untouched is how we can obtain an explanation on why a test set fails…