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Detecting out-of-distribution (OOD) samples is vital for developing machine learning based models for critical safety systems. Common approaches for OOD detection assume access to some OOD samples during training which may not be available…

Random effects meta-analysis model is an important tool for integrating results from multiple independent studies. However, the standard model is based on the assumption of normal distributions for both random effects and within-study…

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

A trained ML model is deployed on another `test' dataset where target feature values (labels) are unknown. Drift is distribution change between the training and deployment data, which is concerning if model performance changes. For a…

Sources of bias in empirical studies can be separated in those coming from the modelling domain (e.g. multicollinearity) and those coming from outliers. We propose a two-step approach to counter both issues. First, by decontaminating data…

In this paper we compare traditional machine learning and deep learning models trained on a malware dataset when subjected to adversarial attack based on label-flipping. Specifically, we investigate the robustness of Support Vector Machines…

The standard model of online prediction deals with serial processing of inputs by a single processor. However, in large-scale online prediction problems, where inputs arrive at a high rate, an increasingly common necessity is to distribute…

The mean squared error loss is widely used in many applications, including auto-encoders, multi-target regression, and matrix factorization, to name a few. Despite computational advantages due to its differentiability, it is not robust to…

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in…

Diffusion Probabilistic Models have demonstrated remarkable performance across a wide range of generative tasks. However, we have observed that these models often suffer from a Signal-to-Noise Ratio-timestep (SNR-t) bias. This bias refers…

Multi-behavior recommendation faces a critical challenge in practice: auxiliary behaviors (e.g., clicks, carts) are often noisy, weakly correlated, or semantically misaligned with the target behavior (e.g., purchase), which leads to biased…

Linear regression estimators are known to be sensitive to outliers, and one alternative to obtain a robust and efficient estimator of the regression parameter is to model the error with Student's $t$ distribution. In this article, we…

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

The recent, counter-intuitive discovery that deep generative models (DGMs) can frequently assign a higher likelihood to outliers has implications for both outlier detection applications as well as our overall understanding of generative…

We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Transformer-based deep NLP models are trained using hundreds of millions of parameters, limiting their applicability in computationally constrained environments. In this paper, we study the cause of these limitations by defining a notion of…

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

Discrete-choice models, such as Multinomial Logit, Probit, or Mixed-Logit, are widely used in Marketing, Economics, and Operations Research: given a set of alternatives, the customer is modeled as choosing one of the alternatives to…