Related papers: Evaluating Robustness to Dataset Shift via Paramet…
Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
Robustness analyzes the impact of small perturbations in the semantics of a model. This allows to model hardware imprecision and therefore it has been applied to determine implementability of timed automata. In a recent paper, we extend…
Comparative and evolutive ecologists are interested in the distribution of quantitative traits among related species. The classical framework for these distributions consists of a random process running along the branches of a phylogenetic…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…
Due to the significant process variations, designers have to optimize the statistical performance distribution of nano-scale IC design in most cases. This problem has been investigated for decades under the formulation of stochastic…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
This paper proposes a unified framework for designing robustness in optimization under uncertainty using gauge sets, convex sets that generalize distance and capture how distributions may deviate from a nominal reference. Representing…
Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
We consider the problem of predicting a response variable from a set of covariates on a data set that differs in distribution from the training data. Causal parameters are optimal in terms of predictive accuracy if in the new distribution…
A recent trend in deep learning algorithms has been towards training large scale models, having high parameter count and trained on big dataset. However, robustness of such large scale models towards real-world settings is still a…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…
We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…
We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…
We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…
We propose a new method for generating realistic datasets with distribution shifts using any decoder-based generative model. Our approach systematically creates datasets with varying intensities of distribution shifts, facilitating a…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…