Related papers: Learning with risks based on M-location
The accuracy of deep learning methods for two foundational tasks in medical image analysis -- detection and segmentation -- can suffer from class imbalance. We propose a `switching loss' function that adaptively shifts the emphasis between…
Most high-dimensional estimation and prediction methods propose to minimize a cost function (empirical risk) that is written as a sum of losses associated to each data point. In this paper we focus on the case of non-convex losses, which is…
We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances…
We propose a new class of goodness-of-fit tests for the logistic distribution based on a characterisation related to the density approach in the context of Stein's method. This characterisation based test is a first of its kind for the…
The ability to quickly and accurately identify covariate shift at test time is a critical and often overlooked component of safe machine learning systems deployed in high-risk domains. While methods exist for detecting when predictions…
This work studies the learning ability of consensus and diffusion distributed learners from continuous streams of data arising from different but related statistical distributions. Four distinctive features for diffusion learners are…
Modern algorithms for binary classification rely on an intermediate regression problem for computational tractability. In this paper, we establish a geometric distinction between classification and regression that allows risk in these two…
In this paper, we study the data-dependent convergence and generalization behavior of gradient methods for neural networks with smooth activation. Our first result is a novel bound on the excess risk of deep networks trained by the logistic…
We study the problem of learning local metrics for nearest neighbor classification. Most previous works on local metric learning learn a number of local unrelated metrics. While this "independence" approach delivers an increased flexibility…
It is becoming increasingly common in regression to train neural networks that model the entire distribution even if only the mean is required for prediction. This additional modeling often comes with performance gain and the reasons behind…
Generative models at times produce "invalid" outputs, such as images with generation artifacts and unnatural sounds. Validity-constrained distribution learning attempts to address this problem by requiring that the learned distribution have…
This paper analyzes a popular loss function used in machine learning called the log-cosh loss function. A number of papers have been published using this loss function but, to date, no statistical analysis has been presented in the…
This paper addresses the general problem of domain adaptation which arises in a variety of applications where the distribution of the labeled sample available somewhat differs from that of the test data. Building on previous work by…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
We propose a new class of metrics on sets, vectors, and functions that can be used in various stages of data mining, including exploratory data analysis, learning, and result interpretation. These new distance functions unify and generalize…
Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…
Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…
We present new stochastic geometry theorems that give bounds on the probability that $m$ random data classes all contain a point in common in their convex hulls. We apply these stochastic separation theorems to obtain bounds on the…
We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…
State density distribution, in contrast to worst-case reachability, can be leveraged for safety-related problems to better quantify the likelihood of the risk for potentially hazardous situations. In this work, we propose a data-driven…