Related papers: Calibrated Value-Aware Model Learning with Probabi…
Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…
Many real-world combinatorial problems involve uncertain parameters, which can be predicted given contextual features and historical data. These `predict-then-optimize' or `contextual optimization' problems have gained significant…
One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…
Identifying uncertainty and taking mitigating actions is crucial for safe and trustworthy reinforcement learning agents, especially when deployed in high-risk environments. In this paper, risk sensitivity is promoted in a model-based…
The cost of error in many high-stakes settings is asymmetric: misdiagnosing pneumonia when absent is an inconvenience, but failing to detect it when present can be life-threatening. Because of this, artificial intelligence (AI) models used…
With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…
Model-based reinforcement learning (RL) enjoys several benefits, such as data-efficiency and planning, by learning a model of the environment's dynamics. However, learning a global model that can generalize across different dynamics is a…
Ranking models primarily focus on modeling the relative order of predictions while often neglecting the significance of the accuracy of their absolute values. However, accurate absolute values are essential for certain downstream tasks,…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…
Accurate and well-calibrated Machine Learning (ML) models are mandatory in high-stakes settings, yet effective multiclass calibration remains challenging: global approaches assume calibration errors are homogeneous across the latent space,…
This paper aims to understand whether machine learning models should be trained using cost-sensitive surrogates or cost-agnostic ones (e.g., cross-entropy). Analyzing this question through the lens of $\mathcal{H}$-calibration, we find that…
Commonly used classification algorithms in machine learning, such as support vector machines, minimize a convex surrogate loss on training examples. In practice, these algorithms are surprisingly robust to errors in the training data. In…
In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…
Based on the model's resilience to computational noise, model quantization is important for compressing models and improving computing speed. Existing quantization techniques rely heavily on experience and "fine-tuning" skills. In the…
This paper presents a novel decision-focused framework integrating the physical energy storage model into machine learning pipelines. Motivated by the model predictive control for energy storage, our end-to-end method incorporates the prior…
Optimizing proper loss functions is popularly believed to yield predictors with good calibration properties; the intuition being that for such losses, the global optimum is to predict the ground-truth probabilities, which is indeed…
Though deep reinforcement learning (DRL) has obtained substantial success, it may encounter catastrophic failures due to the intrinsic uncertainty of both transition and observation. Most of the existing methods for safe reinforcement…
The success of Reinforcement Learning (RL) heavily relies on the ability to learn robust representations from the observations of the environment. In most cases, the representations learned purely by the reinforcement learning loss can…
Large language models (LLMs) are increasingly deployed in decision-making tasks, where not only accuracy but also reliable confidence estimates are essential. Well-calibrated confidence enables downstream systems to decide when to trust a…
A weakly-supervised learning framework named as complementary-label learning has been proposed recently, where each sample is equipped with a single complementary label that denotes one of the classes the sample does not belong to. However,…