Related papers: DRAUC: An Instance-wise Distributionally Robust AU…
Domain Adaptation (DA) has recently received significant attention due to its potential to adapt a learning model across source and target domains with mismatched distributions. Since DA methods rely exclusively on the given source and…
Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…
Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…
The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…
Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…
Recently, (Blanchet, Kang, and Murhy 2016, and Blanchet, and Kang 2017) showed that several machine learning algorithms, such as square-root Lasso, Support Vector Machines, and regularized logistic regression, among many others, can be…
In scenarios where high penetration of renewable energy sources (RES) is connected to the grid over long distances, the output of RES exhibits significant fluctuations, making it difficult to accurately characterize. The intermittency and…
In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…
Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…
We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and $f$-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition…
While there has been a growing research interest in developing out-of-distribution (OOD) detection methods, there has been comparably little discussion around how these methods should be evaluated. Given their relevance for safe(r) AI, it…
As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying…
Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…
While crowdsourcing has emerged as a practical solution for labeling large datasets, it presents a significant challenge in learning accurate models due to noisy labels from annotators with varying levels of expertise. Existing methods…
In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area…
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…
Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…
We consider the problem of training a classification model with group annotated training data. Recent work has established that, if there is distribution shift across different groups, models trained using the standard empirical risk…
In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the…