Related papers: Robust Bayesian Satisficing
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…
Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
Machine learning systems based on minimizing average error have been shown to perform inconsistently across notable subsets of the data, which is not exposed by a low average error for the entire dataset. In consequential social and…
Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…
This paper studies low-rank matrix completion in the presence of heavy-tailed and possibly asymmetric noise, where we aim to estimate an underlying low-rank matrix given a set of highly incomplete noisy entries. Though the matrix completion…
Real-world network applications must cope with failing nodes, malicious attacks, or nodes facing corrupted data - data classified as outliers. Our work addresses these concerns in the scope of the sensor network localization problem where,…
We consider an optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to…
We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…
Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…
This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…
We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rewards, and then (2) uses the resulting model to make future…
Reinforcement Learning (RL) has demonstrated state-of-the-art results in a number of autonomous system applications, however many of the underlying algorithms rely on black-box predictions. This results in poor explainability of the…
Meta-Bayesian optimisation (meta-BO) aims to improve the sample efficiency of Bayesian optimisation by leveraging data from related tasks. While previous methods successfully meta-learn either a surrogate model or an acquisition function…
We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…
To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…
We consider bidding in repeated Bayesian first-price auctions. Bidding algorithms that achieve optimal regret have been extensively studied, but their strategic robustness to the seller's manipulation remains relatively underexplored.…
Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
Designing modern industrial systems requires balancing several competing objectives, such as profitability, resilience, and sustainability, while accounting for complex interactions between technological, economic, and environmental…