Related papers: DRAUC: An Instance-wise Distributionally Robust AU…
Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…
The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…
Distributionally robust optimization (DRO) is a widely used framework for optimizing objective functionals in the presence of both randomness and model-form uncertainty. A key step in the practical solution of many DRO problems is a…
Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…
Inductive kriging supports high-resolution spatio-temporal estimation with sparse sensor networks, but conventional training-evaluation setups often suffer from information leakage and poor out-of-distribution (OOD) generalization. We find…
Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…
Adversarially robust optimization (ARO) has emerged as the *de facto* standard for training models that hedge against adversarial attacks in the test stage. While these models are robust against adversarial attacks, they tend to suffer…
Dialogue acts (DAs) can represent conversational actions of tutors or students that take place during tutoring dialogues. Automating the identification of DAs in tutoring dialogues is significant to the design of dialogue-based intelligent…
Optimization metrics are crucial for building recommendation systems at scale. However, an effective and efficient metric for practical use remains elusive. While Top-K ranking metrics are the gold standard for optimization, they suffer…
Aiming to generalize the label knowledge from a source domain with continuous outputs to an unlabeled target domain, Domain Adaptation Regression (DAR) is developed for complex practical learning problems. However, due to the continuity…
We present a novel framework for distributionally robust optimization (DRO), called cost-aware DRO (CADRO). The key idea of CADRO is to exploit the cost structure in the design of the ambiguity set to reduce conservatism. Particularly, the…
Gaussian Graphical Models (GGMs) are widely used to infer conditional dependence structures in high-dimensional data. However, standard precision matrix estimators are highly sensitive to data contamination, such as extreme outliers and…
In analysis of binary outcomes, the receiver operator characteristic (ROC) curve is heavily used to show the performance of a model or algorithm. The ROC curve is informative about the performance over a series of thresholds and can be…
In this paper, we propose an adaptation to the area under the curve (AUC) metric to measure the adversarial robustness of a model over a particular $\epsilon$-interval $[\epsilon_0, \epsilon_1]$ (interval of adversarial perturbation…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced classification. So far, various supervised AUC optimization methods have been developed and they are also extended to…
Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…
When training and evaluating machine learning models on a large number of tasks, it is important to not only look at average task accuracy -- which may be biased by easy or redundant tasks -- but also worst-case accuracy (i.e. the…
AUC is a common metric for evaluating the performance of a classifier. However, most classifiers are trained with cross entropy, and it does not optimize the AUC metric directly, which leaves a gap between the training and evaluation stage.…