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The literature has proposed various robust alternatives to empirical risk minimisation to address failure modes such as distribution shift, label noise and finite-sample degeneracies. Examples include distributionally robust optimization,…
Conventional optimization methods in machine learning and controls rely heavily on first-order update rules. Selecting the right method and hyperparameters for a particular task often involves trial-and-error or practitioner intuition,…
The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…
Distributed optimization is the standard way of speeding up machine learning training, and most of the research in the area focuses on distributed first-order, gradient-based methods. Yet, there are settings where some…
The problem of scheduling with testing in the framework of explorable uncertainty models environments where some preliminary action can influence the duration of a task. In the model, each job has an unknown processing time that can be…
Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
Despite remarkable achievements in deep learning across various domains, its inherent vulnerability to adversarial examples still remains a critical concern for practical deployment. Adversarial training has emerged as one of the most…
Designing and deriving effective model-based reinforcement learning (MBRL) algorithms with a performance improvement guarantee is challenging, mainly attributed to the high coupling between model learning and policy optimization. Many prior…
The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…
In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning is either cost ineffective or impractical. We consider a…
Trajectory optimization using a learned model of the environment is one of the core elements of model-based reinforcement learning. This procedure often suffers from exploiting inaccuracies of the learned model. We propose to regularize…
Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…
Decision-focused learning integrates predictive modeling and combinatorial optimization by training models to directly improve decision quality rather than prediction accuracy alone. Differentiating through combinatorial optimization…
Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
Decentralized optimization enables multiple devices to learn a global machine learning model while each individual device only has access to its local dataset. By avoiding the need for training data to leave individual users' devices, it…
Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…