Related papers: Stability Evaluation via Distributional Perturbati…
We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature, their performances largely depend on…
We discuss the analysis and stability of a family of cross-diffusion boundary value problems with nonlinear diffusion and drift terms. We assume that these systems are close, in a suitable sense, to a set of decoupled and linear problems.…
Dispatching mobile resources such as repair crews and mobile emergency generators is essential for the rapid restoration of distribution systems after extreme events. However, the restoration process is affected by various uncertain factors…
Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…
Stability is a general notion that quantifies the sensitivity of a learning algorithm's output to small change in the training dataset (e.g. deletion or replacement of a single training sample). Such conditions have recently been shown to…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
Some recent works observed the instability of post-hoc explanations when input side perturbations are applied to the model. This raises the interest and concern in the stability of post-hoc explanations. However, the remaining question is:…
Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
A notion of disturbance propagation stability is defined for dynamical network processes, in terms of decrescence of an input-output energy metric along cutsets away from the disturbance source. A characterization of the disturbance…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
This paper presents an approach to trajectory-centric learning control based on contraction metrics and disturbance estimation for nonlinear systems subject to matched uncertainties. The approach uses deep neural networks to learn uncertain…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
In performative prediction, a predictive model impacts the distribution that generates future data, a phenomenon that is being ignored in classical supervised learning. In this closed-loop setting, the natural measure of performance named…
We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…
Distributionally robust optimization (DRO) is a widely-used approach to learn models that are robust against distribution shift. Compared with the standard optimization setting, the objective function in DRO is more difficult to optimize,…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…
Regularization is a central tool for addressing ill-posedness in inverse problems and statistical estimation, with the choice of a suitable penalty often determining the reliability and interpretability of downstream solutions. While recent…