Related papers: Measuring training variability from stochastic opt…
A key property of neural networks is their capacity of adapting to data during training. Yet, our current mathematical understanding of feature learning and its relationship to generalization remain limited. In this work, we provide a…
Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…
In order to improve reproducibility, deep reinforcement learning (RL) has been adopting better scientific practices such as standardized evaluation metrics and reporting. However, the process of hyperparameter optimization still varies…
Humans are able to accelerate their learning by selecting training materials that are the most informative and at the appropriate level of difficulty. We propose a framework for distributing deep learning in which one set of workers search…
Recent experiments have shown that training trajectories of multiple deep neural networks with different architectures, optimization algorithms, hyper-parameter settings, and regularization methods evolve on a remarkably low-dimensional…
Adversarial attack perturbs an image with an imperceptible noise, leading to incorrect model prediction. Recently, a few works showed inherent bias associated with such attack (robustness bias), where certain subgroups in a dataset (e.g.…
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…
Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…
Analog crossbar arrays comprising programmable nonvolatile resistors are under intense investigation for acceleration of deep neural network training. However, the ubiquitous asymmetric conductance modulation of practical resistive devices…
Importance sampling has been successfully used to accelerate stochastic optimization in many convex problems. However, the lack of an efficient way to calculate the importance still hinders its application to Deep Learning. In this paper,…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…
Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…
In addition to high accuracy, robustness is becoming increasingly important for machine learning models in various applications. Recently, much research has been devoted to improving the model robustness by training with noise…
Many cases exist in which a black-box function $f$ with high evaluation cost depends on two types of variables $\bm x$ and $\bm w$, where $\bm x$ is a controllable \emph{design} variable and $\bm w$ are uncontrollable \emph{environmental}…
Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…
We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…
We study the problem of robust influence maximization in dynamic diffusion networks. In line with recent works, we consider the scenario where the network can undergo insertion and removal of nodes and edges, in discrete time steps, and the…
When randomized ensembles such as bagging or random forests are used for binary classification, the prediction error of the ensemble tends to decrease and stabilize as the number of classifiers increases. However, the precise relationship…
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…