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In this paper, we consider the contextual robust optimization problem under an out-of-distribution setting. The contextual robust optimization problem considers a risk-sensitive objective function for an optimization problem with the…

Optimization and Control · Mathematics 2025-06-06 Zhongze Cai , Hansheng Jiang , Xiaocheng Li

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

Traditional model-based RL relies on hand-specified or learned models of transition dynamics of the environment. These methods are sample efficient and facilitate learning in the real world but fail to generalize to subtle variations in the…

Machine Learning · Computer Science 2018-12-11 Christian F. Perez , Felipe Petroski Such , Theofanis Karaletsos

Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…

Machine Learning · Statistics 2025-01-09 Hongzhe Zhang , Arnab Auddy , Hongzhe Lee

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

Machine Learning · Computer Science 2023-10-24 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

Recent years have experienced increasing utilization of complex machine learning models across multiple sources of data to inform more generalizable decision-making. However, distribution shifts across data sources and privacy concerns…

Methodology · Statistics 2024-05-16 Yi Liu , Alexander W. Levis , Sharon-Lise Normand , Larry Han

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…

Machine Learning · Computer Science 2024-06-06 Drew Prinster , Samuel Stanton , Anqi Liu , Suchi Saria

Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…

Machine Learning · Statistics 2018-02-27 Fredrik D. Johansson , Nathan Kallus , Uri Shalit , David Sontag

Generalization under distribution shift remains a core challenge in modern machine learning, yet existing learning bound theory is limited to narrow, idealized settings and is non-estimable from samples. In this paper, we bridge the gap…

Machine Learning · Statistics 2025-08-25 Hongbo Chen , Li Charlie Xia

With the rapid development of data collection and aggregation technologies in many scientific disciplines, it is becoming increasingly ubiquitous to conduct large-scale or online regression to analyze real-world data and unveil real-world…

Methodology · Statistics 2021-03-22 Jinfeng Xu , Zhiliang Ying , Na Zhao

A significant challenge in maintaining real-world machine learning models is responding to the continuous and unpredictable evolution of data. Most practitioners are faced with the difficult question: when should I retrain or update my…

Machine Learning · Computer Science 2025-05-22 Regol Florence , Schwinn Leo , Sprague Kyle , Coates Mark , Markovich Thomas

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

Machine Learning · Computer Science 2023-11-21 David Grangier , Pierre Ablin , Awni Hannun

We review the application of Statistical Mechanics methods to the study of online learning of a drifting concept in the limit of large systems. The model where a feed-forward network learns from examples generated by a time dependent…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renato Vicente , Osame Kinouchi , Nestor Caticha

Machine learning-based performance models are increasingly being used to build critical job scheduling and application optimization decisions. Traditionally, these models assume that data distribution does not change as more samples are…

Machine Learning · Computer Science 2023-10-27 Ray A. O. Sinurat , Anurag Daram , Haryadi S. Gunawi , Robert B. Ross , Sandeep Madireddy

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

Classical machine learning algorithms often assume that the data are drawn i.i.d. from a stationary probability distribution. Recently, continual learning emerged as a rapidly growing area of machine learning where this assumption is…

Machine Learning · Computer Science 2022-07-12 Timothée Lesort , Massimo Caccia , Irina Rish

We study a setting where the goal is to learn a target function f(x) with respect to a target distribution D(x), but training is done on i.i.d. samples from a different training distribution D'(x), labeled by the true target f(x). Such a…

Machine Learning · Computer Science 2026-02-13 Marko Medvedev , Idan Attias , Elisabetta Cornacchia , Theodor Misiakiewicz , Gal Vardi , Nathan Srebro

Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one…

Statistics Theory · Mathematics 2025-07-08 Tianyu Zhang , Jing Lei

In many large-scale machine learning applications, data are accumulated with time, and thus, an appropriate model should be able to update in an online paradigm. Moreover, as the whole data volume is unknown when constructing the model, it…

Machine Learning · Computer Science 2020-07-07 Peng Zhao , Zhi-Hua Zhou