Related papers: Wasserstein Gradient Boosting: A Framework for Dis…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the…
A novel gradient boosting framework is proposed where shallow neural networks are employed as ``weak learners''. General loss functions are considered under this unified framework with specific examples presented for classification,…
Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…
We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…
The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…
A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…
Problem definition: A key challenge in supervised learning is data scarcity, which can cause prediction models to overfit to the training data and perform poorly out of sample. A contemporary approach to combat overfitting is offered by…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
Self-supervised learning is one of the most promising approaches to acquiring knowledge from limited labeled data. Despite the substantial advancements made in recent years, self-supervised models have posed a challenge to practitioners, as…
We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…
We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…
Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…
We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
This paper shows that gradient boosting based on symmetric decision trees can be equivalently reformulated as a kernel method that converges to the solution of a certain Kernel Ridge Regression problem. Thus, we obtain the convergence to a…
Personalized recommender systems are playing an increasingly important role as more content and services become available and users struggle to identify what might interest them. Although matrix factorization and deep learning based methods…
With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…
As the demand to integrate Artificial Intelligence into high-stakes environments continues to grow, explaining the reasoning behind neural-network predictions has shifted from a theoretical curiosity to a strict operational requirement. Our…