Related papers: Optimal Representations for Covariate Shift
Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…
Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…
Transfer learning is essential when sufficient data comes from the source domain, with scarce labeled data from the target domain. We develop estimators that achieve minimax linear risk for linear regression problems under distribution…
A typical assumption in supervised machine learning is that the train (source) and test (target) datasets follow completely the same distribution. This assumption is, however, often violated in uncertain real-world applications, which…
A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models…
Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…
Ensuring generalization to unseen environments remains a challenge. Domain shift can lead to substantially degraded performance unless shifts are well-exercised within the available training environments. We introduce a simple robust…
Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…
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…
The i.i.d. assumption is a useful idealization that underpins many successful approaches to supervised machine learning. However, its violation can lead to models that learn to exploit spurious correlations in the training data, rendering…
In this paper, we consider the contextual robust optimization problem under an out-of-distribution setting. The contextual robust optimization problem considers a risk-sensitive objective function for an optimization problem with the…
This PhD thesis presents a distributional view of optimization in place of a worst-case perspective. We motivate this view with an investigation of the failure point of classical optimization. Subsequently we consider the optimization of a…
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. Recently, there are robust learning methods aiming at this…
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…
A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization -- generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the…
A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…
Practitioners often face the challenge of deploying prediction models in new environments with shifted distributions of covariates and responses. With observational data, such shifts are often driven by unobserved confounding, and can in…
We introduce a constrained optimization framework for training transformers that behave like optimization descent algorithms. Specifically, we enforce layerwise descent constraints on the objective function and replace standard empirical…
Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…
Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…