Related papers: Mind the Gap: Norm-Aware Adaptive Robust Loss for …
A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…
Most value function learning algorithms in reinforcement learning are based on the mean squared (projected) Bellman error. However, squared errors are known to be sensitive to outliers, both skewing the solution of the objective and…
Despite the enormous success of machine learning models in various applications, most of these models lack resilience to (even small) perturbations in their input data. Hence, new methods to robustify machine learning models seem very…
Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…
Robust loss minimization is an important strategy for handling robust learning issue on noisy labels. Current approaches for designing robust losses involve the introduction of noise-robust factors, i.e., hyperparameters, to control the…
Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…
The random vector functional link (RVFL) network is well-regarded for its strong generalization capabilities in the field of machine learning. However, its inherent dependencies on the square loss function make it susceptible to noise and…
Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…
The adaptive asymmetric trimmed mean is a known way of estimating central location, usually in conjunction with the bootstrap. It is here modified and applied to meta-analysis, as a way of dealing with outlying results by down-weighting the…
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…
We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…
The presence of outliers (anomalous values) in synthetic aperture radar (SAR) data and the misspecification in statistical image models may result in inaccurate inferences. To avoid such issues, the Rayleigh regression model based on a…
In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…
Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…
This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…
Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization…
This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…