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Machine learning models trained with purely observational data and the principle of empirical risk minimization \citep{vapnik_principles_1992} can fail to generalize to unseen domains. In this paper, we focus on the case where the problem…
Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these…
Finetuning can cause spurious correlations to arise between non-essential features and the target labels, but benchmarks to study these effects involve contrived settings and narrow tasks. In contrast, we consider spurious correlations in…
Machine learning has demonstrated remarkable prediction accuracy over i.i.d data, but the accuracy often drops when tested with data from another distribution. In this paper, we aim to offer another view of this problem in a perspective…
From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological…
Low-complexity non-smooth convex regularizers are routinely used to impose some structure (such as sparsity or low-rank) on the coefficients for linear predictors in supervised learning. Model consistency consists then in selecting the…
Incorrectly labelled training data are frustratingly ubiquitous in both benchmark and specially curated datasets. Such mislabelling clearly adversely affects the performance and generalizability of models trained through supervised learning…
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…
In classical statistics, the bias-variance trade-off describes how varying a model's complexity (e.g., number of fit parameters) affects its ability to make accurate predictions. According to this trade-off, optimal performance is achieved…
In self-supervised representation learning, a common idea behind most of the state-of-the-art approaches is to enforce the robustness of the representations to predefined augmentations. A potential issue of this idea is the existence of…
Unsupervised feature selection is an important method to reduce dimensions of high dimensional data without labels, which is benefit to avoid ``curse of dimensionality'' and improve the performance of subsequent machine learning tasks, like…
Data-driven machine learning models are being increasingly employed in several important inference problems in biology, chemistry, and physics which require learning over combinatorial spaces. Recent empirical evidence (see, e.g., [1], [2],…
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…
Deep neural networks are over-parameterized and easily overfit the datasets they train on. In the extreme case, it has been shown that these networks can memorize a training set with fully randomized labels. We propose using the curvature…
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…
In unsupervised domain adaptation, existing theory focuses on situations where the source and target domains are close. In practice, conditional entropy minimization and pseudo-labeling work even when the domain shifts are much larger than…
When robots learn reward functions using high capacity models that take raw state directly as input, they need to both learn a representation for what matters in the task -- the task ``features" -- as well as how to combine these features…
Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…
Despite the rapid development and great success of machine learning models, extensive studies have exposed their disadvantage of inheriting latent discrimination and societal bias from the training data. This phenomenon hinders their…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…