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Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…

Machine Learning · Computer Science 2020-05-28 Zhishuai Guo , Yan Yan , Tianbao Yang

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Generalizing causal estimates in randomized experiments to a broader target population is essential for guiding decisions by policymakers and practitioners in the social and biomedical sciences. While recent papers developed various…

Methodology · Statistics 2021-11-03 Melody Huang , Naoki Egami , Erin Hartman , Luke Miratrix

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

We study optimization for data-driven decision-making when we have observations of the uncertain parameters within the optimization model together with concurrent observations of covariates. Given a new covariate observation, the goal is to…

Optimization and Control · Mathematics 2022-07-28 Rohit Kannan , Güzin Bayraksan , James R. Luedtke

Improving the generalization ability of modern deep neural networks (DNNs) is a fundamental challenge in machine learning. Two branches of methods have been proposed to seek flat minima and improve generalization: one led by sharpness-aware…

Machine Learning · Computer Science 2024-04-02 Tao Li , Qinghua Tao , Weihao Yan , Zehao Lei , Yingwen Wu , Kun Fang , Mingzhen He , Xiaolin Huang

Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

Machine Learning · Computer Science 2025-02-24 Deeksha Adil , Jarosław Błasiok

In decision-making under uncertainty, several criteria have been studied to aggregate the performance of a solution over multiple possible scenarios. This paper introduces a novel variant of ordered weighted averaging (OWA) for optimization…

Optimization and Control · Mathematics 2024-01-30 Werner Baak , Marc Goerigk , Adam Kasperski , Paweł Zieliński

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

With the increasing penetration of machine learning applications in critical decision-making areas, calls for algorithmic fairness are more prominent. Although there have been various modalities to improve algorithmic fairness through…

Machine Learning · Computer Science 2024-05-21 Zhihao Hu , Yiran Xu , Mengnan Du , Jindong Gu , Xinmei Tian , Fengxiang He

Clinical study populations often differ meaningfully from the broader populations to which results are intended to generalize. Weighting methods such as inverse probability of sampling weights (IPSW) reweight study participants to resemble…

Methodology · Statistics 2025-12-02 William Stewart , Carly L. Brantner , Elizabeth A. Stuart , Laine Thomas

Recently, generalization on out-of-distribution (OOD) data with correlation shift has attracted great attentions. The correlation shift is caused by the spurious attributes that correlate to the class label, as the correlation between them…

Machine Learning · Computer Science 2023-02-27 Mingyang Yi , Ruoyu Wang , Jiachen Sun , Zhenguo Li , Zhi-Ming Ma

Learning models whose predictions are invariant under multiple environments is a promising approach for out-of-distribution generalization. Such models are trained to extract features $X_{\text{inv}}$ where the conditional distribution $Y…

Machine Learning · Computer Science 2024-07-29 Gina Wong , Joshua Gleason , Rama Chellappa , Yoav Wald , Anqi Liu

Despite their success, modern language models are fragile. Even small changes in their training pipeline can lead to unexpected results. We study this phenomenon by examining the robustness of ALBERT (arXiv:1909.11942) in combination with…

Computation and Language · Computer Science 2021-11-19 Urja Khurana , Eric Nalisnick , Antske Fokkens

Weight-ensembles are formed when the parameters of multiple neural networks are directly averaged into a single model. They have demonstrated generalization capability in-distribution (ID) and out-of-distribution (OOD) which is not…

Machine Learning · Computer Science 2024-09-05 Alex Rojas , David Alvarez-Melis

We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions. All models under consideration are potentially misspecified and the dimension of regressors goes to infinity as the…

Econometrics · Economics 2022-08-11 Ji Hyung Lee , Youngki Shin

We consider a machine learning setup where one training dataset is used to train multiple models across slightly different data distributions. This occurs when customized models are needed for various deployment environments. To reduce…

Network quantization is a dominant paradigm of model compression. However, the abrupt changes in quantized weights during training often lead to severe loss fluctuations and result in a sharp loss landscape, making the gradients unstable…

Computer Vision and Pattern Recognition · Computer Science 2023-03-22 Jing Liu , Jianfei Cai , Bohan Zhuang

Machine learning models struggle with generalization when encountering out-of-distribution (OOD) samples with unexpected distribution shifts. For vision tasks, recent studies have shown that test-time adaptation employing diffusion models…

Computer Vision and Pattern Recognition · Computer Science 2024-04-03 Yun-Yun Tsai , Fu-Chen Chen , Albert Y. C. Chen , Junfeng Yang , Che-Chun Su , Min Sun , Cheng-Hao Kuo

In this paper, we aim to develop a simple and scalable reinforcement learning algorithm that uses standard supervised learning methods as subroutines. Our goal is an algorithm that utilizes only simple and convergent maximum likelihood loss…

Machine Learning · Computer Science 2019-10-09 Xue Bin Peng , Aviral Kumar , Grace Zhang , Sergey Levine
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