Related papers: Robust discrete choice models with t-distributed k…
When in a digital control strategy there are samples lost due to limitations, diff t multirate (MR) control options can be used for solving the problem: Dual-rate inferential control (IC) and model-based dual-rate control (MBDR). The…
We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of…
It is essential to capture the true probability distribution of uncertain data in the distributionally robust optimization (DRO). The uncertain data presents multimodality in numerous application scenarios, in the sense that the probability…
Robustness to outliers is a central issue in real-world machine learning applications. While replacing a model to a heavy-tailed one (e.g., from Gaussian to Student-t) is a standard approach for robustification, it can only be applied to…
There has been a significant recent surge in deep neural network (DNN) techniques. Most of the existing DNN techniques have restricted model formats/assumptions. To overcome their limitations, we propose the nonparametric transformation…
In many real-world applications, from robotics to pedestrian trajectory prediction, there is a need to predict multiple real-valued outputs to represent several potential scenarios. Current deep learning techniques to address…
Additive models belong to the class of structured nonparametric regression models that do not suffer from the curse of dimensionality. Finding the additive components that are nonzero when the true model is assumed to be sparse is an…
Model-based reinforcement learning (MBRL) is believed to have higher sample efficiency compared with model-free reinforcement learning (MFRL). However, MBRL is plagued by dynamics bottleneck dilemma. Dynamics bottleneck dilemma is the…
Discrete-choice models are a powerful framework for analyzing decision-making behavior to provide valuable insights for policymakers and businesses. Multinomial logit models (MNLs) with linear utility functions have been used in practice…
Deep neural network, despite its remarkable capability of discriminating targeted in-distribution samples, shows poor performance on detecting anomalous out-of-distribution data. To address this defect, state-of-the-art solutions choose to…
Recommender systems often rely on observational user--item interaction data, which is prone to selection bias due to users' selective interactions with items. Inverse propensity weighting and doubly robust estimators effectively mitigate…
A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…
Tensor-on-tensor (TOT) regression is an important tool for the analysis of tensor data, aiming to predict a set of response tensors from a corresponding set of predictor tensors. However, standard TOT regression is sensitive to outliers,…
The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…
Modern neural networks are known to give overconfident prediction for out-of-distribution inputs when deployed in the open world. It is common practice to leverage a surrogate outlier dataset to regularize the model during training, and…
Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…
Ratings of a user to most items in recommender systems are usually missing not at random (MNAR), largely because users are free to choose which items to rate. To achieve unbiased learning of the prediction model under MNAR data, three…
In this short note we consider a dynamic assortment planning problem under the capacitated multinomial logit (MNL) bandit model. We prove a tight lower bound on the accumulated regret that matches existing regret upper bounds for all…
Model-based reinforcement learning (MBRL) seeks to enhance data efficiency by learning a model of the environment and generating synthetic rollouts from it. However, accumulated model errors during these rollouts can distort the data…
In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…