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Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…
Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…
Cognitive diagnosis models have been widely used in different areas, especially intelligent education, to measure users' proficiency levels on knowledge concepts, based on which users can get personalized instructions. As the measurement is…
This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…
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…
Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…
In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…
Output uncertainty indicates whether the probabilistic properties reflect objective characteristics of the model output. Unlike most loss functions and metrics in machine learning, uncertainty pertains to individual samples, but validating…
In this paper, an optimization problem with uncertain objective function coefficients is considered. The uncertainty is specified by providing a discrete scenario set, containing possible realizations of the objective function coefficients.…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
This paper addresses the integration of additional information sources into a Bayesian optimization framework while ensuring that safety constraints are satisfied. The interdependencies between these information sources are modeled using an…
In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…
This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
Error bounds are central objects in optimization theory and its applications. They were for a long time restricted only to the theory before becoming over the course of time a field of itself. This paper is devoted to the study of error…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…
Machine learning-based decision support systems are increasingly deployed in clinical settings, where probabilistic scoring functions are used to inform and prioritize patient management decisions. However, widely used scoring rules, such…
Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…
In applications with significant class imbalance or asymmetric costs, metrics such as the $F_\beta$-measure, AM measure, Jaccard similarity coefficient, and weighted accuracy offer more suitable evaluation criteria than standard binary…