Related papers: Statistical Robustness of Empirical Risks in Machi…
This paper investigates robust versions of the general empirical risk minimization algorithm, one of the core techniques underlying modern statistical methods. Success of the empirical risk minimization is based on the fact that for a…
This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…
Learning with Reproducing Kernel Hilbert Spaces (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting.…
Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…
Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects…
Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…
We propose a decentralized online learning algorithm for distributed random inverse problems over network graphs with online measurements, and unifies the distributed parameter estimation in Hilbert spaces and the least mean square problem…
This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…
This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…
Acquisition of data is a difficult task in many applications of machine learning, and it is only natural that one hopes and expects the population risk to decrease (better performance) monotonically with increasing data points. It turns…
Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…
We demonstrate that learning procedures that rely on aggregated labels, e.g., label information distilled from noisy responses, enjoy robustness properties impossible without data cleaning. This robustness appears in several ways. In the…
A framework for estimation and hypothesis testing of functional restrictions against general alternatives is proposed. The parameter space is a reproducing kernel Hilbert space (RKHS). The null hypothesis does not necessarily define a…
Adversarial training and data augmentation with noise are widely adopted techniques to enhance the performance of neural networks. This paper investigates adversarial training and data augmentation with noise in the context of regularized…
We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…
This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…
In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing…
Algorithmic verification of realistic systems to satisfy safety and other temporal requirements has suffered from poor scalability of the employed formal approaches. To design systems with rigorous guarantees, many approaches still rely on…
This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown…
A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…