Related papers: A Framework for Improving the Reliability of Black…
Variational inference (VI) is a technique to approximate difficult to compute posteriors by optimization. In contrast to MCMC, VI scales to many observations. In the case of complex posteriors, however, state-of-the-art VI approaches often…
Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…
In many real-world reinforcement learning (RL) problems, the environment exhibits inherent symmetries that can be exploited to improve learning efficiency. This paper develops a theoretical and algorithmic framework for incorporating known…
We propose a new approach to train a variational information bottleneck (VIB) that improves its robustness to adversarial perturbations. Unlike the traditional methods where the hard labels are usually used for the classification task, we…
Modern data analysis and statistical learning are marked by complex data structures and black-box algorithms. Data complexity stems from technologies such as imaging, remote sensing, wearable devices, and genomic sequencing. At the same…
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…
Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a…
Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…
Gradient-based optimization is the foundation of deep learning and reinforcement learning. Even when the mechanism being optimized is unknown or not differentiable, optimization using high-variance or biased gradient estimates is still…
We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…
Amortized Bayesian inference (ABI) with neural networks can solve probabilistic inverse problems orders of magnitude faster than classical methods. However, ABI is not yet sufficiently robust for widespread and safe application. When…
Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…
Certifying neural network robustness against adversarial examples is challenging, as formal guarantees often require solving non-convex problems. Hence, incomplete verifiers are widely used because they scale efficiently and substantially…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
Camera-based Bird's Eye View (BEV) perception models receive increasing attention for their crucial role in autonomous driving, a domain where concerns about the robustness and reliability of deep learning have been raised. While only a few…
In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. While recent advancements in machine learning have introduced flexible methods for IV estimation, they often encounter one or more of the following…
Variational inference (VI) is a widely used framework in Bayesian estimation. For most of the non-Gaussian statistical models, it is infeasible to find an analytically tractable solution to estimate the posterior distributions of the…
We extend the classical mean-variance (MV) framework and propose a robust and sparse portfolio selection model incorporating an ellipsoidal uncertainty set to reduce the impact of estimation errors and fixed transaction costs to penalize…
This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…
We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To…