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We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…
We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…
Model-based reinforcement learning is a widely accepted solution for solving excessive sample demands. However, the predictions of the dynamics models are often not accurate enough, and the resulting bias may incur catastrophic decisions…
To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…
Compact convolutional neural networks (CNNs) have witnessed exceptional improvements in performance in recent years. However, they still fail to provide the same predictive power as CNNs with a large number of parameters. The diverse and…
To classify in-distribution samples, deep neural networks explore strongly label-related information and discard weakly label-related information according to the information bottleneck. Out-of-distribution samples drawn from distributions…
We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…
Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…
This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…
We propose a new discrete choice model, called the generalized stochastic preference (GSP) model, that incorporates non-rationality into the stochastic preference (SP) choice model, also known as the rank-based model. Our model can capture…
Neural networks offer a versatile, flexible and accurate approach to loss reserving. However, such applications have focused primarily on the (important) problem of fitting accurate central estimates of the outstanding claims. In practice,…
Although machine learning models typically experience a drop in performance on out-of-distribution data, accuracies on in- versus out-of-distribution data are widely observed to follow a single linear trend when evaluated across a testbed…
Tabular datasets play a crucial role in various applications. Thus, developing efficient, effective, and widely compatible prediction algorithms for tabular data is important. Currently, two prominent model types, Gradient Boosted Decision…
Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
Travel providers such as airlines and on-line travel agents are becoming more and more interested in understanding how passengers choose among alternative itineraries when searching for flights. This knowledge helps them better display and…
Data analysis usually suffers from the Missing Not At Random (MNAR) problem, where the cause of the value missing is not fully observed. Compared to the naive Missing Completely At Random (MCAR) problem, it is more in line with the…
This article proposes a Mix Neural Network (MNN) based on CNN-FCNN for predicting magnetic loss of different materials. In traditional magnetic core loss models, empirical equations usually need to be regressed under the same external…
Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…
Improving the accuracy of deep neural networks (DNNs) on out-of-distribution (OOD) data is critical to an acceptance of deep learning (DL) in real world applications. It has been observed that accuracies on in-distribution (ID) versus OOD…