Related papers: ARK: Robust Knockoffs Inference with Coupling
Conditional testing via the knockoff framework allows one to identify -- among large number of possible explanatory variables -- those that carry unique information about an outcome of interest, and also provides a false discovery rate…
Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…
We develop a method for obtaining safe initial policies for reinforcement learning via approximate dynamic programming (ADP) techniques for uncertain systems evolving with discrete-time dynamics. We employ kernelized Lipschitz estimation…
Mixed precision quantization has become an important technique for optimizing the execution of deep neural networks (DNNs). Certified robustness, which provides provable guarantees about a model's ability to withstand different adversarial…
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…
We consider the problem of variable selection in regression models. In particular, we are interested in selecting explanatory covariates linked with the response variable and we want to determine which covariates are relevant, that is which…
The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
Knockoffs provide a general framework for controlling the false discovery rate when performing variable selection. Much of the Knockoffs literature focuses on theoretical challenges and we recognize a need for bringing some of the current…
Random features is a powerful universal function approximator that inherits the theoretical rigor of kernel methods and can scale up to modern learning tasks. This paper views uncertain system models as unknown or uncertain smooth functions…
As new Model-X knockoff construction techniques are developed, primarily concerned with determining the correct conditional distribution from which to sample, we focus less on deriving the correct multivariate distribution and instead ask…
In many scientific fields, researchers are interested in discovering features with substantial effect on the response from a large number of features while controlling the proportion of false discoveries. By incorporating the knockoff…
Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…
Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…
Kronecker-factored approximate curvature (KFAC) is arguably one of the most prominent curvature approximations in deep learning. Its applications range from optimization to Bayesian deep learning, training data attribution with influence…
The randomized Kaczmarz ($\RK$) algorithm is a simple but powerful approach for solving consistent linear systems $Ax=b$. This paper proposes an accelerated randomized Kaczmarz ($\ARK$) algorithm with better convergence than the standard…
High-dimensional feature vectors are likely to contain sets of measurements that are approximate replicates of one another. In complex applications, or automated data collection, these feature sets are not known a priori, and need to be…
Deep neural networks are susceptible to adversarial attacks due to the accumulation of perturbations in the feature level, and numerous works have boosted model robustness by deactivating the non-robust feature activations that cause model…
Calibrating deep learning models to yield uncertainty-aware predictions is crucial as deep neural networks get increasingly deployed in safety-critical applications. While existing post-hoc calibration methods achieve impressive results on…
Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…