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Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…
Recently, deep neural networks (DNNs) have been used extensively for automatic modulation classification (AMC), and the results have been quite promising. However, DNNs have high memory and computation requirements making them impractical…
We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…
We contribute to micro-data model-based reinforcement learning (MBRL) by rigorously comparing popular generative models using a fixed (random shooting) control agent. We find that on an environment that requires multimodal posterior…
The emergence of data-driven demand analysis has led to the increased use of generative modelling to learn the probabilistic dependencies between random variables. Although their apparent use has mostly been limited to image recognition and…
Although pretrained Transformers such as BERT achieve high accuracy on in-distribution examples, do they generalize to new distributions? We systematically measure out-of-distribution (OOD) generalization for seven NLP datasets by…
We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This…
A large body of work in the statistics and computer science communities dating back to Huber (Huber, 1960) has led to statistically and computationally efficient outlier-robust estimators. Two particular outlier models have received…
When applying machine learning/statistical methods to the environmental sciences, nonlinear regression (NLR) models often perform only slightly better and occasionally worse than linear regression (LR). The proposed reason for this…
Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…
The history of the seemingly simple problem of straight line fitting in the presence of both $x$ and $y$ errors has been fraught with misadventure, with statistically ad hoc and poorly tested methods abounding in the literature. The problem…
We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures the regret only on rounds that are not outliers. The aim for…
The multinomial probit Bayesian additive regression trees (MPBART) framework was proposed by Kindo et al. (KD), approximating the latent utilities in the multinomial probit (MNP) model with BART (Chipman et al. 2010). Compared to…
In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…
With the recently rapid development in deep learning, deep neural networks have been widely adopted in many real-life applications. However, deep neural networks are also known to have very little control over its uncertainty for unseen…
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally estimated to define the shrinkage. Some properties are…
This paper presents a model predictive control (MPC) for dynamic systems whose nonlinearity and uncertainty are modelled by deep neural networks (NNs), under input and state constraints. Since the NN output contains a high-order complex…
Out of the rich family of generalized linear bandits, perhaps the most well studied ones are logisitc bandits that are used in problems with binary rewards: for instance, when the learner/agent tries to maximize the profit over a user that…