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This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…

Machine Learning · Computer Science 2020-02-14 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

Though learning has become a core component of modern information processing, there is now ample evidence that it can lead to biased, unsafe, and prejudiced systems. The need to impose requirements on learning is therefore paramount,…

Machine Learning · Computer Science 2022-10-20 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…

Optimization and Control · Mathematics 2025-05-08 Danial Davarnia , Mohammadreza Kiaghadi

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

This paper introduces a framework for estimating fair optimal predictions using machine learning where the notion of fairness can be quantified using path-specific causal effects. We use a recently developed approach based on Lagrange…

Machine Learning · Computer Science 2024-08-06 Razieh Nabi , David Benkeser

Structural learning, a method to estimate the parameters for discrete energy minimization, has been proven to be effective in solving computer vision problems, especially in 3D scene parsing. As the complexity of the models increases,…

Computer Vision and Pattern Recognition · Computer Science 2017-01-13 Mengtian Li , Daniel Huber

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

Artificial Intelligence · Computer Science 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…

Machine Learning · Computer Science 2012-06-15 Matus Telgarsky

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…

Machine Learning · Computer Science 2024-06-03 Juan Elenter , Navid NaderiAlizadeh , Tara Javidi , Alejandro Ribeiro

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Machine Learning · Computer Science 2024-03-19 Juan Elenter , Luiz F. O. Chamon , Alejandro Ribeiro
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