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Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…
Double machine learning (DML) has become an increasingly popular tool for automated variable selection in high-dimensional settings. Even though the ability to deal with a large number of potential covariates can render…
In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…
Imposing orthogonality on the layers of neural networks is known to facilitate the learning by limiting the exploding/vanishing of the gradient; decorrelate the features; improve the robustness. This paper studies the theoretical properties…
In recent years, studies such as \cite{carmon2019unlabeled,gowal2021improving,xing2022artificial} have demonstrated that incorporating additional real or generated data with pseudo-labels can enhance adversarial training through a two-stage…
Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…
Existing analyses of neural network training often operate under the unrealistic assumption of an extremely small learning rate. This lies in stark contrast to practical wisdom and empirical studies, such as the work of J. Cohen et al.…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
This paper generalizes results concerning strong convexity of two-stage mean-risk models with linear recourse to distortion risk measures. Introducing the concept of (restricted) partial strong convexity, we conduct an in-depth analysis of…
We study clustered multitask learning in a semiparametric setting where tasks share a latent cluster structure in their target parameters but exhibit heterogeneous, potentially infinite-dimensional nuisance components. Such heterogeneity…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…
We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…
We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…
In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in…
Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of…
The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…
When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…
We propose double/debiased machine learning approaches to infer (at the parametric rate) the parametric component of a logistic partially linear model with the binary response following a conditional logistic model of a low dimensional…