Related papers: Risk Bounds for Robust Deep Learning
Lipschitz constrained networks have gathered considerable attention in the deep learning community, with usages ranging from Wasserstein distance estimation to the training of certifiably robust classifiers. However they remain commonly…
This paper considers deep neural networks for learning weakly dependent processes in a general framework that includes, for instance, regression estimation, time series prediction, time series classification. The $\psi$-weak dependence…
Labelling of data for supervised learning can be costly and time-consuming and the risk of incorporating label noise in large data sets is imminent. When training a flexible discriminative model using a strictly proper loss, such noise will…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
We use interval reachability analysis to obtain robustness guarantees for implicit neural networks (INNs). INNs are a class of implicit learning models that use implicit equations as layers and have been shown to exhibit several notable…
We consider training decision trees using noisily labeled data, focusing on loss functions that can lead to robust learning algorithms. Our contributions are threefold. First, we offer novel theoretical insights on the robustness of many…
We study convex empirical risk minimization for high-dimensional inference in binary models. Our first result sharply predicts the statistical performance of such estimators in the linear asymptotic regime under isotropic Gaussian features.…
Incorrectly labelled training data are frustratingly ubiquitous in both benchmark and specially curated datasets. Such mislabelling clearly adversely affects the performance and generalizability of models trained through supervised learning…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…
Deep learning has non-convex loss landscape and its optimization dynamics is hard to analyze or control. Nevertheless, the dynamics can be empirically convex-like across various tasks, models, optimizers, hyperparameters, etc. In this work,…
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…
We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the…
We prove that the empirical risk of most well-known loss functions factors into a linear term aggregating all labels with a term that is label free, and can further be expressed by sums of the loss. This holds true even for non-smooth,…
Designing neural networks with bounded Lipschitz constant is a promising way to obtain certifiably robust classifiers against adversarial examples. However, the relevant progress for the important $\ell_\infty$ perturbation setting is…
Despite the promise of Lipschitz-based methods for provably-robust deep learning with deterministic guarantees, current state-of-the-art results are limited to feed-forward Convolutional Networks (ConvNets) on low-dimensional data, such as…
We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…
Lipschitz continuity is a crucial functional property of any predictive model, that naturally governs its robustness, generalisation, as well as adversarial vulnerability. Contrary to other works that focus on obtaining tighter bounds and…
We study finite episodic Markov decision processes incorporating dynamic risk measures to capture risk sensitivity. To this end, we present two model-based algorithms applied to \emph{Lipschitz} dynamic risk measures, a wide range of risk…
We consider the problem of learning a loss function which, when minimized over a training dataset, yields a model that approximately minimizes a validation error metric. Though learning an optimal loss function is NP-hard, we present an…
This paper proposes a novel loss function, called 'Tube Loss', for simultaneous estimation of bounds of a Prediction Interval (PI) in the regression setup. The PIs obtained by minimizing the empirical risk based on the Tube Loss are shown…