Related papers: Stability and Accuracy Trade-offs in Statistical E…
A key property for systems subject to uncertainty in their operating environment is robustness, ensuring that unmodelled, but bounded, disturbances have only a proportionally bounded effect upon the behaviours of the system. Inspired by…
Stability is a fundamental notion in dynamical systems and control theory that, traditionally understood, describes asymptotic behavior of solutions around an equilibrium point. This notion may be characterized abstractly as continuity of a…
The min-cost matching problem suffers from being very sensitive to small changes of the input. Even in a simple setting, e.g., when the costs come from the metric on the line, adding two nodes to the input might change the optimal solution…
Credit attribution is crucial across various fields. In academic research, proper citation acknowledges prior work and establishes original contributions. Similarly, in generative models, such as those trained on existing artworks or music,…
An increasing number of decisions are guided by machine learning algorithms. In many settings, from consumer credit to criminal justice, those decisions are made by applying an estimator to data on an individual's observed behavior. But…
Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…
Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…
We derive a fundamental trade-off between standard and adversarial risk in a rather general situation that formalizes the following simple intuition: "If no (nearly) optimal predictor is smooth, adversarial robustness comes at the cost of…
We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example,…
Motivated by data on coauthorships in scientific publications, we analyze a team formation process that generalizes matching models and network formation models, allowing for overlapping teams of heterogeneous size. We apply different…
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…
We develop a versatile framework for statistical learning in non-stationary environments. In each time period, our approach applies a stability principle to select a look-back window that maximizes the utilization of historical data while…
Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…
In this paper, we focus on the problem of stable prediction across unknown test data, where the test distribution is agnostic and might be totally different from the training one. In such a case, previous machine learning methods might…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…
Despite the development of numerous adaptive optimizers, tuning the learning rate of stochastic gradient methods remains a major roadblock to obtaining good practical performance in machine learning. Rather than changing the learning rate…
The study of stable matchings usually relies on the assumption that agents' preferences over the opposite side are complete and known. In many real markets, however, preferences might be uncertain and revealed only through costly…
Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…