Related papers: Adversarial Meta-Learning of Gamma-Minimax Estimat…

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given…

Meta-Learning is a family of methods that use a set of interrelated tasks to learn a model that can quickly learn a new query task from a possibly small contextual dataset. In this study, we use a probabilistic framework to formalize what…

This paper is a follow-up to Maruyama and Strawderman (2006, Journal of Statistical Planning and Inference), which identified a new class of generalized Bayes estimators with a particularly simple form for estimating a normal variance under…

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

While the Bayesian decision-theoretic framework offers an elegant solution to the problem of decision making under uncertainty, one question is how to appropriately select the prior distribution. One idea is to employ a worst-case prior.…

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

In meta-learning an agent extracts knowledge from observed tasks, aiming to facilitate learning of novel future tasks. Under the assumption that future tasks are 'related' to previous tasks, the accumulated knowledge should be learned in a…

We consider the problem of designing minimax estimators for estimating the parameters of a probability distribution. Unlike classical approaches such as the MLE and minimum distance estimators, we consider an algorithmic approach for…

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

It is necessary to improve the performance of some special classes or to particularly protect them from attacks in adversarial learning. This paper proposes a framework combining cost-sensitive classification and adversarial learning…

Given a task of predicting $Y$ from $X$, a loss function $L$, and a set of probability distributions $\Gamma$ on $(X,Y)$, what is the optimal decision rule minimizing the worst-case expected loss over $\Gamma$? In this paper, we address…

Estimation of Distribution Algorithms (EDAs) require flexible probability models that can be efficiently learned and sampled. Generative Adversarial Networks (GAN) are generative neural networks which can be trained to implicitly model the…

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

This paper develops a theory of learning under ambiguity induced by the decision maker's beliefs about the collection of data correlated with the true state of the world. Within our framework, two classical results on Bayesian learning…

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a generator (which generates simulated observations using the…

Adversarial examples are inputs for machine learning models that have been designed by attackers to cause the model to make mistakes. In this paper, we demonstrate that adversarial examples can also be utilized for good to improve the…