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Regularized estimators in the context of group variables have been applied successfully in model and feature selection in order to preserve interpretability. We formulate a Distributionally Robust Optimization (DRO) problem which recovers…
We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…
Our goal is to improve reliability of Machine Learning (ML) systems deployed in the wild. ML models perform exceedingly well when test examples are similar to train examples. However, real-world applications are required to perform on any…
A pervasive phenomenon in machine learning applications is distribution shift, where training and deployment conditions for a machine learning model differ. As distribution shift typically results in a degradation in performance, much…
The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…
In safety-critical applications, machine learning models should generalize well under worst-case distribution shifts, that is, have a small robust risk. Invariance-based algorithms can provably take advantage of structural assumptions on…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
This paper studies the prediction of a target $\mathbf{z}$ from a pair of random variables $(\mathbf{x},\mathbf{y})$, where the ground-truth predictor is additive $\mathbb{E}[\mathbf{z} \mid \mathbf{x},\mathbf{y}] = f_\star(\mathbf{x})…
Generalization in reinforcement learning (RL) is of importance for real deployment of RL algorithms. Various schemes are proposed to address the generalization issues, including transfer learning, multi-task learning and meta learning, as…
Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as an indispensable paradigm for enhancing reasoning in Large Language Models (LLMs). However, standard policy optimization methods, such as Group Relative Policy…
We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…
A commonly used family of RL algorithms for diffusion policies conducts softmax reweighting over samples from the behavior policy, which often induces an overgreedy policy and fails to utilize feedback from negative samples. In this work,…
In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential…
A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…
The label shift problem refers to the supervised learning setting where the train and test label distributions do not match. Existing work addressing label shift usually assumes access to an \emph{unlabelled} test sample. This sample may be…
Many machine learning tasks involve subpopulation shift where the testing data distribution is a subpopulation of the training distribution. For such settings, a line of recent work has proposed the use of a variant of empirical risk…
Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…
Out-of-distribution (OOD) generalization is a complicated problem due to the idiosyncrasies of possible distribution shifts between training and test domains. Most benchmarks employ diverse datasets to address this issue; however, the…
Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…
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…