Related papers: Robust Capped lp-Norm Support Vector Ordinal Regre…
Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+\epsilon$ relative error…
The capability of continuously learning new skills via a sequence of pre-collected offline datasets is desired for an agent. However, consecutively learning a sequence of offline tasks likely leads to the catastrophic forgetting issue under…
Many machine learning tasks involve subpopulation shift where the testing data distribution is a subpopulation of the training distribution. For such settings, a line of recent work has proposed the use of a variant of empirical risk…
Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…
Linear regression is ubiquitous in statistical analysis. It is well understood that conflicting sources of information may contaminate the inference when the classical normality of errors is assumed. The contamination caused by the light…
Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…
We study the adversarial robustness in offline reinforcement learning. Given a batch dataset consisting of tuples $(s, a, r, s')$, an adversary is allowed to arbitrarily modify $\epsilon$ fraction of the tuples. From the corrupted dataset…
Video anomaly detection is of critical practical importance to a variety of real applications because it allows human attention to be focused on events that are likely to be of interest, in spite of an otherwise overwhelming volume of…
We propose a novel second-order optimization framework for training the emerging deep continuous-time models, specifically the Neural Ordinary Differential Equations (Neural ODEs). Since their training already involves expensive gradient…
This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
We study outlier (a.k.a., anomaly) detection for single-pass non-stationary streaming data. In the well-studied offline or batch outlier detection problem, traditional methods such as kernel One-Class SVM (OCSVM) are both computationally…
The goal of Ordinal Regression is to find a rule that ranks items from a given set. Several learning algorithms to solve this prediction problem build an ensemble of binary classifiers. Ranking by Projecting uses interdependent binary…
A new smoothing method for solving ? -support vector regression (?-SVR), tolerating a small error in fitting a given data sets nonlinearly is proposed in this study. Which is a smooth unconstrained optimization reformulation of the…
In many real-world prediction tasks, class labels include information about the relative ordering between labels, which is not captured by commonly-used loss functions such as multi-category cross-entropy. Recently, the deep learning…
Federated learning (FL) enables collaborative model training without direct data sharing, but its performance can degrade significantly in the presence of data distribution perturbations. Distributionally robust optimization (DRO) provides…
Minimization of the $L_\infty$ norm, which can be viewed as approximately solving the non-convex least median estimation problem, is a powerful method for outlier removal and hence robust regression. However, current techniques for solving…
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…
Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…