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In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

Fairness in machine learning has attracted increasing attention in recent years. The fairness methods improving algorithmic fairness for in-distribution data may not perform well under distribution shifts. In this paper, we first…

Machine Learning · Computer Science 2023-10-24 Zhimeng Jiang , Xiaotian Han , Hongye Jin , Guanchu Wang , Rui Chen , Na Zou , Xia Hu

In the federated learning setting, multiple clients jointly train a model under the coordination of the central server, while the training data is kept on the client to ensure privacy. Normally, inconsistent distribution of data across…

Machine Learning · Computer Science 2020-12-21 Wei Huang , Tianrui Li , Dexian Wang , Shengdong Du , Junbo Zhang

Though there is a growing body of literature on fairness for supervised learning, the problem of incorporating fairness into unsupervised learning has been less well-studied. This paper studies fairness in the context of principal component…

Machine Learning · Computer Science 2018-11-13 Matt Olfat , Anil Aswani

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

We focus on modeling the relationship between an input feature vector and the predicted outcome of a trained decision tree using mixed-integer optimization. This can be used in many practical applications where a decision tree or tree…

Optimization and Control · Mathematics 2025-05-20 Max Biggs , Georgia Perakis

The underlying assumption of many machine learning algorithms is that the training data and test data are drawn from the same distributions. However, the assumption is often violated in real world due to the sample selection bias between…

Machine Learning · Computer Science 2021-05-26 Wei Du , Xintao Wu

In this work, we develop a novel fairness learning approach for multi-task regression models based on a biased training dataset, using a popular rank-based non-parametric independence test, i.e., Mann Whitney U statistic, for measuring the…

Machine Learning · Computer Science 2020-09-25 Chen Zhao , Feng Chen

Fair clustering is the process of grouping similar entities together, while satisfying a mathematically well-defined fairness metric as a constraint. Due to the practical challenges in precise model specification, the prescribed fairness…

Machine Learning · Statistics 2021-02-09 Sainyam Galhotra , Sandhya Saisubramanian , Shlomo Zilberstein

This paper deals with robust regression and subspace estimation and more precisely with the problem of minimizing a saturated loss function. In particular, we focus on computational complexity issues and show that an exact algorithm with…

Machine Learning · Computer Science 2019-04-22 Fabien Lauer

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente

A supervised machine learning algorithm determines a model from a learning sample that will be used to predict new observations. To this end, it aggregates individual characteristics of the observations of the learning sample. But this…

Econometrics · Economics 2022-02-21 Samuele Centorrino , Jean-Pierre Florens , Jean-Michel Loubes

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. This behaviour can often be modelled as observations of an unknown dynamical system with an unobserved state. When the…

Machine Learning · Computer Science 2023-05-17 Quan Zhou , Jakub Marecek , Robert N. Shorten

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

The rapid growth of data in the recent years has led to the development of complex learning algorithms that are often used to make decisions in real world. While the positive impact of the algorithms has been tremendous, there is a need to…

Machine Learning · Computer Science 2022-01-03 Ankit Kulshrestha , Ilya Safro

We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

The potential lack of fairness in the outputs of machine learning algorithms has recently gained attention both within the research community as well as in society more broadly. Surprisingly, there is no prior work developing tree-induction…

Machine Learning · Statistics 2017-12-25 Edward Raff , Jared Sylvester , Steven Mills

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Machine Learning · Computer Science 2025-02-25 Elena M. De-Diego , Adrián Perez-Suay , Paula Gordaliza , Jean-Michel Loubes

Model fairness is an essential element for Trustworthy AI. While many techniques for model fairness have been proposed, most of them assume that the training and deployment data distributions are identical, which is often not true in…

Machine Learning · Computer Science 2023-02-07 Yuji Roh , Kangwook Lee , Steven Euijong Whang , Changho Suh
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