Related papers: Learning Calibrated Uncertainties for Domain Shift…
We introduce a fine-grained framework for uncertainty quantification of predictive models under distributional shifts. This framework distinguishes the shift in covariate distributions from that in the conditional relationship between the…
Unsupervised domain adaptation aims to transfer knowledge from a labeled source domain to an unlabeled target domain. Previous methods focus on learning domain-invariant features to decrease the discrepancy between the feature distributions…
By leveraging data from a fully labeled source domain, unsupervised domain adaptation (UDA) improves classification performance on an unlabeled target domain through explicit discrepancy minimization of data distribution or adversarial…
Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…
Nowadays, Deep Learning (DL) methods often overcome the limitations of traditional signal processing approaches. Nevertheless, DL methods are barely applied in real-life applications. This is mainly due to limited robustness and…
Traditional machine learning assumes that training and test sets are derived from the same distribution; however, this assumption does not always hold in practical applications. This distribution disparity can lead to severe performance…
Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…
The uncertainty estimation is critical in real-world decision making applications, especially when distributional shift between the training and test data are prevalent. Many calibration methods in the literature have been proposed to…
Pseudo-label based self training approaches are a popular method for source-free unsupervised domain adaptation. However, their efficacy depends on the quality of the labels generated by the source trained model. These labels may be…
Deep reinforcement learning (DRL) has proven extremely useful in a large variety of application domains. However, even successful DRL-based software can exhibit highly undesirable behavior. This is due to DRL training being based on…
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
The phenomenon of data distribution evolving over time has been observed in a range of applications, calling the needs of adaptive learning algorithms. We thus study the problem of supervised gradual domain adaptation, where labeled data…
Deep neural networks have achieved impressive performance on a variety of tasks, but their brittleness to distributional shifts remains a significant barrier to real-world deployment. In this paper, we propose a framework to analyse and…
Anomaly detection plays a crucial role in quality control for industrial applications. However, ensuring robustness under unseen domain shifts such as lighting variations or sensor drift remains a significant challenge. Existing methods…
Recently deep neural networks have been successfully used for various classification tasks, especially for problems with massive perfectly labeled training data. However, it is often costly to have large-scale credible labels in real-world…
Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…
Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…