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We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

Machine Learning · Statistics 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Paschalidis

Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…

Statistics Theory · Mathematics 2021-03-04 Jose Blanchet , Karthyek Murthy , Nian Si

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…

Statistics Theory · Mathematics 2023-09-29 Liyan Xie , Yuchen Liang , Venugopal V. Veeravalli

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Astghik Hakobyan , Insoon Yang

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Building on a recent framework for distributionally robust optimization, we consider estimation of the inverse covariance matrix for multivariate data. We provide a novel notion of a Wasserstein ambiguity set specifically tailored to this…

Machine Learning · Statistics 2019-10-08 Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

We propose a learning framework for graph kernels, which is theoretically grounded on regularizing optimal transport. This framework provides a novel optimal transport distance metric, namely Regularized Wasserstein (RW) discrepancy, which…

Machine Learning · Computer Science 2021-10-11 Asiri Wijesinghe , Qing Wang , Stephen Gould

We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…

Machine Learning · Computer Science 2019-09-17 Alex Tong Lin , Yonatan Dukler , Wuchen Li , Guido Montufar

Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with…

Machine Learning · Computer Science 2021-12-03 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

Many existing transductive bounds rely on classical complexity measures that are computationally intractable and often misaligned with empirical behavior. In this work, we establish new representation-based generalization bounds in a…

Machine Learning · Computer Science 2026-03-11 MoonJeong Park , Seungbeom Lee , Kyungmin Kim , Jaeseung Heo , Seunghyuk Cho , Shouheng Li , Sangdon Park , Dongwoo Kim

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Computer vision tasks require processing large amounts of data to perform image classification, segmentation, and feature extraction. Optical preprocessors can potentially reduce the number of floating point operations required by computer…

Computer Vision and Pattern Recognition · Computer Science 2024-11-15 Maksym Zhelyeznuyakov , Johannes E. Fröch , Shane Colburn , Steven L. Brunton , Arka Majumdar

Let $\mathcal R$ denote the generalized Radon transform (GRT), which integrates over a family of $N$-dimensional smooth submanifolds $\mathcal S_{\tilde y}\subset\mathcal U$, $1\le N\le n-1$, where an open set $\mathcal U\subset\mathbb R^n$…

Numerical Analysis · Mathematics 2021-02-19 Alexander Katsevich

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

Deep learning methods, in particular, trained Convolutional Neural Networks (CNN) have recently been shown to produce compelling results for single image Super-Resolution (SR). Invariably, a CNN is learned to map the Low Resolution (LR)…

Computer Vision and Pattern Recognition · Computer Science 2019-09-04 Tiantong Guo , Hojjat S. Mousavi , Vishal Monga

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…

Machine Learning · Statistics 2021-05-12 Jose Blanchet , Yang Kang , Fan Zhang , Fei He , Zhangyi Hu

Collaborative filtering (CF) is an essential technique in recommender systems that provides personalized recommendations by only leveraging user-item interactions. However, most CF methods represent users and items as fixed points in the…

Information Retrieval · Computer Science 2024-07-02 Haoxuan Li , Yuanxin Ouyang , Zhuang Liu , Wenge Rong , Zhang Xiong

Existing radar sensors can be classified into automotive and scanning radars. While most radar odometry (RO) methods are only designed for a specific type of radar, our RO method adapts to both scanning and automotive radars. Our RO is…

Robotics · Computer Science 2023-03-31 Pou-Chun Kung , Chieh-Chih Wang , Wen-Chieh Lin

This paper proposes a spatial-Radon domain CT image reconstruction model based on data-driven tight frames (SRD-DDTF). The proposed SRD-DDTF model combines the idea of joint image and Radon domain inpainting model of \cite{Dong2013X} and…

Medical Physics · Physics 2016-01-27 Ruohan Zhan , Bin Dong

Although Convolutional Neural Networks (CNNs) have achieved promising results in image classification, they still are vulnerable to affine transformations including rotation, translation, flip and shuffle. The drawback motivates us to…

Computer Vision and Pattern Recognition · Computer Science 2023-12-14 Zijie Tan , Guanfang Dong , Chenqiu Zhao , Anup Basu