Related papers: Invariant Risk Minimization Is A Total Variation M…
Over the last decades, the total variation (TV) evolved to one of the most broadly-used regularisation functionals for inverse problems, in particular for imaging applications. When first introduced as a regulariser, higher-order…
Due to the inherent imbalance in real-world datasets, na\"ive Empirical Risk Minimization (ERM) tends to bias the learning process towards the majority classes, hindering generalization to minority classes. To rebalance the learning…
We introduce a formalization and benchmark for the unsupervised anomaly detection task in the distribution-shift scenario. Our work builds upon the iWildCam dataset, and, to the best of our knowledge, we are the first to propose such an…
We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…
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…
Statistical learning methods typically assume that the training and test data originate from the same distribution, enabling effective risk minimization. However, real-world applications frequently involve distributional shifts, leading to…
Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study the properties of empirical risk minimization for time series. The analysis is carried out in a general framework that…
Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…
In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…
This paper presents a normalization mechanism called Instance-Level Meta Normalization (ILM~Norm) to address a learning-to-normalize problem. ILM~Norm learns to predict the normalization parameters via both the feature feed-forward and the…
Temporal distribution shifts pose a key challenge for machine learning models trained and deployed in dynamically evolving environments. This paper introduces RIDER (RIsk minimization under Dynamically Evolving Regimes) which derives…
Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach…
Minimum Bayes Risk (MBR) decoding is a method for choosing the outputs of a machine learning system based not on the output with the highest probability, but the output with the lowest risk (expected error) among multiple candidates. It is…
Total variation (TV) regularization has proven effective for a range of computer vision tasks through its preferential weighting of sharp image edges. Existing TV-based methods, however, often suffer from the over-smoothing issue and…
We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…
The infinite restricted Boltzmann machine (iRBM) is an extension of the classic RBM. It enjoys a good property of automatically deciding the size of the hidden layer according to specific training data. With sufficient training, the iRBM…
Large-scale pre-trained Vision-Language Models (VLMs) have significantly advanced transfer learning across diverse tasks. However, adapting these models with limited few-shot data often leads to overfitting, undermining their ability to…
In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve…