Related papers: Online Robust and Adaptive Learning from Data Stre…
A streaming algorithm is said to be adversarially robust if its accuracy guarantees are maintained even when the data stream is chosen maliciously, by an adaptive adversary. We establish a connection between adversarial robustness of…
Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…
State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…
Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…
A fundamental assumption of most machine learning algorithms is that the training and test data are drawn from the same underlying distribution. However, this assumption is violated in almost all practical applications: machine learning…
Graph signal processing deals with algorithms and signal representations that leverage graph structures for multivariate data analysis. Often said graph topology is not readily available and may be time-varying, hence (dynamic) graph…
Distribution shift between train (source) and test (target) datasets is a common problem encountered in machine learning applications. One approach to resolve this issue is to use the Unsupervised Domain Adaptation (UDA) technique that…
We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
Offline reinforcement learning enables sample-efficient policy acquisition without risky online interaction, yet policies trained on static datasets remain brittle under action-space perturbations such as actuator faults. This study…
Analytical models developed in offline settings with pre-prepared data are typically used to predict students' performance. However, when data are available over time, this learning method is not suitable anymore. Online learning is…
Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified "anytime…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
Adversarial robustness refers to a model's ability to resist perturbation of inputs, while distribution robustness evaluates the performance of the model under data shifts. Although both aim to ensure reliable performance, prior work has…
Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…
We present a novel adaptive random subspace learning algorithm (RSSL) for prediction purpose. This new framework is flexible where it can be adapted with any learning technique. In this paper, we tested the algorithm for regression and…
Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…
In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…