Related papers: Empirical Risk Minimization with Relative Entropy …
Empirical Risk Minimization (ERM) models often rely on spurious correlations between features and labels during the learning process, leading to shortcut learning behavior that undermines robustness generalization performance. Current…
We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…
In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the…
While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…
The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…
While traditional distributionally robust optimization (DRO) aims to minimize the maximal risk over a set of distributions, Agarwal and Zhang (2022) recently proposed a variant that replaces risk with excess risk. Compared to DRO, the new…
We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…
We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…
Inverse optimization involves inferring unknown parameters of an optimization problem from known solutions and is widely used in fields such as transportation, power systems, and healthcare. We study the contextual inverse optimization…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…
Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent policies. In this paper, we show that the risk-averse {\em total…
Reinforcement learning with verifiable rewards (RLVR) has shown great promise in enhancing the reasoning abilities of large reasoning models (LRMs). However, it suffers from a critical issue: entropy collapse and premature convergence.…
We consider the classic supervised learning problem, where a continuous non-negative random label $Y$ (i.e. a random duration) is to be predicted based upon observing a random vector $X$ valued in $\mathbb{R}^d$ with $d\geq 1$ by means of a…
Empirical risk minimization can lead to poor generalization behavior on unseen environments if the learned model does not capture invariant feature representations. Invariant risk minimization (IRM) is a recent proposal for discovering…
The Evidential Regression Network (ERN) represents a novel approach that integrates deep learning with Dempster-Shafer's theory to predict a target and quantify the associated uncertainty. Guided by the underlying theory, specific…
Ordinal regression is aimed at predicting an ordinal class label. In this paper, we consider its semi-supervised formulation, in which we have unlabeled data along with ordinal-labeled data to train an ordinal regressor. There are several…
We propose a new \emph{Transformed Risk Minimization} (TRM) framework as an extension of classical risk minimization. In TRM, we optimize not only over predictive models, but also over data transformations; specifically over distributions…
Sensitivity-based Finite Element Model Updating (FEMU) is one of the widely accepted techniques used for damage identification in structures. FEMU can be formulated as a numerical optimization problem and solved iteratively making automatic…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…