Related papers: Evaluating Robustness to Dataset Shift via Paramet…
As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…
Distribution shift is a key challenge for predictive models in practice, creating the need to identify potentially harmful shifts in advance of deployment. Existing work typically defines these worst-case shifts as ones that most degrade…
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…
We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…
Rapid progress in representation learning has led to a proliferation of embedding models, and to associated challenges of model selection and practical application. It is non-trivial to assess a model's generalizability to new, candidate…
Robustness to natural distribution shifts has seen remarkable progress thanks to recent pre-training strategies combined with better fine-tuning methods. However, such fine-tuning assumes access to large amounts of labelled data, and the…
We introduce four new real-world distribution shift datasets consisting of changes in image style, image blurriness, geographic location, camera operation, and more. With our new datasets, we take stock of previously proposed methods for…
Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…
Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…
Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…
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…
Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability…
We are concerned with the vulnerability of computer vision models to distributional shifts. We formulate a combinatorial optimization problem that allows evaluating the regions in the image space where a given model is more vulnerable, in…
Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…
In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…
Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…