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Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…

Machine Learning · Computer Science 2022-06-09 Alexander Robey , Luiz F. O. Chamon , George J. Pappas , Hamed Hassani

Predicting future outcomes is a prevalent application of machine learning in social impact domains. Examples range from predicting student success in education to predicting disease risk in healthcare. Practitioners recognize that the…

Machine Learning · Computer Science 2023-09-11 Lydia T. Liu , Solon Barocas , Jon Kleinberg , Karen Levy

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

Predict-then-Optimize is a framework for using machine learning to perform decision-making under uncertainty. The central research question it asks is, "How can the structure of a decision-making task be used to tailor ML models for that…

Machine Learning · Computer Science 2024-02-20 Sanket Shah , Andrew Perrault , Bryan Wilder , Milind Tambe

With increasing reliance on the outcomes of black-box models in critical applications, post-hoc explainability tools that do not require access to the model internals are often used to enable humans understand and trust these models. In…

Uncertainty pervades through the modern robotic autonomy stack, with nearly every component (e.g., sensors, detection, classification, tracking, behavior prediction) producing continuous or discrete probabilistic distributions. Trajectory…

Robotics · Computer Science 2022-07-13 Boris Ivanovic , Yifeng Lin , Shubham Shrivastava , Punarjay Chakravarty , Marco Pavone

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…

Machine Learning · Computer Science 2024-10-22 Ehsan Imani , Kai Luedemann , Sam Scholnick-Hughes , Esraa Elelimy , Martha White

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Traditional reinforcement learning methods optimize agents without considering safety, potentially resulting in unintended consequences. In this paper, we propose an optimal actor-free policy that optimizes a risk-sensitive criterion based…

Machine Learning · Computer Science 2023-07-04 Ruoqi Zhang , Jens Sjölund

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…

Machine Learning · Computer Science 2018-01-30 Anton Osokin , Francis Bach , Simon Lacoste-Julien

We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…

Optimization and Control · Mathematics 2022-12-06 Kwangjun Ahn , Prateek Jain , Ziwei Ji , Satyen Kale , Praneeth Netrapalli , Gil I. Shamir

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-based and robust formulations, and their focus on…

Optimization and Control · Mathematics 2023-11-22 Johannes O. Royset , Louis L. Chen , Eric Eckstrand

Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…

Machine Learning · Statistics 2026-02-20 Yiyao Yang

Although machine learning models typically experience a drop in performance on out-of-distribution data, accuracies on in- versus out-of-distribution data are widely observed to follow a single linear trend when evaluated across a testbed…

Machine Learning · Computer Science 2021-07-01 Anders Andreassen , Yasaman Bahri , Behnam Neyshabur , Rebecca Roelofs

We investigate the problem of designing optimal classifiers in the strategic classification setting, where the classification is part of a game in which players can modify their features to attain a favorable classification outcome (while…

Machine Learning · Computer Science 2020-05-19 Mark Braverman , Sumegha Garg

Statistical estimation in many contemporary settings involves the acquisition, analysis, and aggregation of datasets from multiple sources, which can have significant differences in character and in value. Due to these variations, the…

Applications · Statistics 2014-12-23 Quentin Berthet , Venkat Chandrasekaran

Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…

Machine Learning · Computer Science 2023-11-23 James Kotary , Vincenzo Di Vito , Jacob Christopher , Pascal Van Hentenryck , Ferdinando Fioretto

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…

Optimization and Control · Mathematics 2025-01-22 Damek Davis , Dmitriy Drusvyatskiy , Zhan Shi
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