Related papers: Robust subgroup-classifier learning and testing in…
Researchers have proposed many methods for fair and robust machine learning, but comprehensive empirical evaluation of their subgroup robustness is lacking. In this work, we address this gap in the context of tabular data, where sensitive…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…
We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…
We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…
To ensure reliable causal conclusions from observational (i.e., non-randomized) studies, researchers routinely conduct sensitivity analysis to assess robustness to hidden bias due to unmeasured confounding. In matched observational studies…
Supervised learning is all about the ability to generalize knowledge. Specifically, the goal of the learning is to train a classifier using training data, in such a way that it will be capable of classifying new unseen data correctly. In…
Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…
The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of possibly-noisy tests, and has numerous practical applications. One of the defining features of group testing is…
The generalization ability of machine learning models degrades significantly when the test distribution shifts away from the training distribution. We investigate the problem of training models that are robust to shifts caused by changes in…
We study high-dimensional signal recovery from non-linear measurements with design vectors having elliptically symmetric distribution. Special attention is devoted to the situation when the unknown signal belongs to a set of low statistical…
Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…
Subgroup-specific meta-analysis synthesizes treatment effects for patient subgroups across randomized trials. Methods include joint or separate modeling of subgroup effects and treatment-by-subgroup interactions, but inconsistencies arise…
Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…
The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…
High-dimensional linear regression has been intensively studied in the community of statistics in the last two decades. For the convenience of theoretical analyses, classical methods usually assume independent observations and…
Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…
Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…
Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…