Related papers: Robust Multi-Hypothesis Testing with Moment Constr…
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…
Robustness is important for sequential decision making in a stochastic dynamic environment with uncertain probabilistic parameters. We address the problem of using robust MDPs (RMDPs) to compute policies with provable worst-case guarantees…
This paper develops a unified framework for asymptotically minimax robust hypothesis testing under distributional uncertainty, applicable to both Bayesian and Neyman--Pearson formulations (Type-I and Type-II). Uncertainty classes based on…
We present an standard constraints generation algorithm to find an explicit set whose robustness is equal to the robustness of the feasible solution set of a combinatorial optimization problem with cost uncertainty. Computational experience…
We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…
A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…
We study a variant of the simple hypothesis testing problem where observed samples do not necessarily come from either of the specified distributions, but rather from a close variant of them. In this setting, we require a test that is…
Experimental design has emerged as a powerful approach for improving the sample efficiency of A/B testing, yet existing designs rely critically on correctly specified models. We study robust sequential experimental design under model…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
Adversarial examples pose a security threat to many critical systems built on neural networks (such as face recognition systems, and self-driving cars). While many methods have been proposed to build robust models, how to build certifiably…
There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…
A rich line of recent work has studied distributionally robust learning approaches that seek to learn a hypothesis that performs well, in the worst-case, on many different distributions over a population. We argue that although the most…
Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…
Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…
Softmax distributions are widely used in machine learning, including Large Language Models (LLMs), where the attention unit uses softmax distributions. We abstract the attention unit as the softmax model, where given a vector input, the…
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…
The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…
In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…
In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…