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Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…
We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models. Our method combines generalised Bayesian inference with…
The mean squared error loss is widely used in many applications, including auto-encoders, multi-target regression, and matrix factorization, to name a few. Despite computational advantages due to its differentiability, it is not robust to…
The ubiquity of missing values in real-world datasets poses a challenge for statistical inference and can prevent similar datasets from being analyzed in the same study, precluding many existing datasets from being used for new analyses.…
This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…
Learning expressive low-dimensional representations of ultrahigh-dimensional data, e.g., data with thousands/millions of features, has been a major way to enable learning methods to address the curse of dimensionality. However, existing…
Despite their empirical success, most existing listwiselearning-to-rank (LTR) models are not built to be robust to errors in labeling or annotation, distributional data shift, or adversarial data perturbations. To fill this gap, we…
Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to…
Missing Not at Random (MNAR) and nonnormal data are challenging to handle. Traditional missing data analytical techniques such as full information maximum likelihood estimation (FIML) may fail with nonnormal data as they are built on normal…
Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…
We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…
In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregressive (AR) states underlying an observed time series, it is…
An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…
In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…
Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…
Machine learning models have been widely used in security applications such as intrusion detection, spam filtering, and virus or malware detection. However, it is well-known that adversaries are always trying to adapt their attacks to evade…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
This paper proposes a framework for simultaneous dimensionality reduction and regression in the presence of outliers in data by applying low-rank and sparse matrix decomposition. For multivariate data corrupted with outliers, it is…
Data corruption, including missing and noisy data, poses significant challenges in real-world machine learning. This study investigates the effects of data corruption on model performance and explores strategies to mitigate these effects…
The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…