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We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

Distribution shift, a change in the statistical properties of data over time, poses a critical challenge for deep learning anomaly detection systems. Existing anomaly detection systems often struggle to adapt to these shifts. Specifically,…

Cryptography and Security · Computer Science 2026-05-19 Ehssan Mousavipour , Andrey Dimanchev , Majid Ghaderi

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Machine Learning · Computer Science 2025-08-27 Wenchuan Mu , Kwan Hui Lim

Spurious correlations in training data significantly hinder the generalization capability of machine learning models when faced with distribution shifts, leading to the proposition of numberous debiasing methods. However, it remains to be…

Machine Learning · Computer Science 2025-05-22 Peng Kuang , Zhibo Wang , Zhixuan Chu , Jingyi Wang , Kui Ren

We revisit the fundamental problem of learning with distribution shift, in which a learner is given labeled samples from training distribution $D$, unlabeled samples from test distribution $D'$ and is asked to output a classifier with low…

Data Structures and Algorithms · Computer Science 2024-05-22 Adam R. Klivans , Konstantinos Stavropoulos , Arsen Vasilyan

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

Following the wide-spread adoption of machine learning models in real-world applications, the phenomenon of performativity, i.e. model-dependent shifts in the test distribution, becomes increasingly prevalent. Unfortunately, since models…

Machine Learning · Statistics 2026-01-21 Ivan Kirev , Lyuben Baltadzhiev , Nikola Konstantinov

With the increasing use of neural networks in critical systems, runtime monitoring becomes essential to reject unsafe predictions during inference. Various techniques have emerged to establish rejection scores that maximize the separability…

Machine Learning · Computer Science 2024-05-22 Khoi Tran Dang , Kevin Delmas , Jérémie Guiochet , Joris Guérin

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Deep neural networks rely heavily on normalization methods to improve their performance and learning behavior. Although normalization methods spurred the development of increasingly deep and efficient architectures, they also increase the…

Machine Learning · Computer Science 2021-10-06 Alexander Fuchs , Christian Knoll , Franz Pernkopf

Recent work has shown that the performance of machine learning models can vary substantially when models are evaluated on data drawn from a distribution that is close to but different from the training distribution. As a result, predicting…

Machine Learning · Computer Science 2021-08-23 Devin Guillory , Vaishaal Shankar , Sayna Ebrahimi , Trevor Darrell , Ludwig Schmidt

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…

Machine Learning · Computer Science 2024-11-19 Kai Helli , David Schnurr , Noah Hollmann , Samuel Müller , Frank Hutter

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Machine Learning · Statistics 2026-05-19 Tobias Brock , Thomas Nagler

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…

Machine Learning · Computer Science 2022-04-04 Maximilian Seitzer , Arash Tavakoli , Dimitrije Antic , Georg Martius

The state-of-the-art performance on entity resolution (ER) has been achieved by deep learning. However, deep models are usually trained on large quantities of accurately labeled training data, and can not be easily tuned towards a target…

Machine Learning · Computer Science 2022-04-12 Zhaoqiang Chen , Qun Chen , Youcef Nafa , Tianyi Duan , Wei Pan , Lijun Zhang , Zhanhuai Li

Event detection in time series is a challenging task due to the prevalence of imbalanced datasets, rare events, and time interval-defined events. Traditional supervised deep learning methods primarily employ binary classification, where…

Machine Learning · Statistics 2024-09-16 Menouar Azib , Benjamin Renard , Philippe Garnier , Vincent Génot , Nicolas André

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Machine Learning · Computer Science 2025-05-14 Volodymyr Kuleshov , Shachi Deshpande
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