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We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
Historical interactions are the default choice for recommender model training, which typically exhibit high sparsity, i.e., most user-item pairs are unobserved missing data. A standard choice is treating the missing data as negative…
Area Under the Curve (AUC) is arguably the most popular measure of classification accuracy. We use a semiparametric framework to introduce a latent scale-invariant $R^2$, a novel measure of variation explained for an observed binary outcome…
Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…
Since many safety-critical systems, such as surgical robots and autonomous driving cars operate in unstable environments with sensor noise and incomplete data, it is desirable for object detectors to take the localization uncertainty into…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…
We study an optimal threshold functional arising in binary classification for continuous biomarkers. While the ROC curve summarizes discriminatory performance across all thresholds, practical threshold selection must also account for…
Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…
Anomaly detection (AD) is a fundamental task for time-series analytics with important implications for the downstream performance of many applications. In contrast to other domains where AD mainly focuses on point-based anomalies (i.e.,…
Many studies are devoted to the design of radiomic models for a prediction task. When no effective model is found, it is often difficult to know whether the radiomic features do not include information relevant to the task or because of…
When deployed for risk-sensitive tasks, deep neural networks must include an uncertainty estimation mechanism. Here we examine the relationship between deep architectures and their respective training regimes, with their corresponding…
Where machine-learned predictive risk scores inform high-stakes decisions, such as bail and sentencing in criminal justice, fairness has been a serious concern. Recent work has characterized the disparate impact that such risk scores can…
Stochastic programming is often challenged by epistemic uncertainty, where critical probability distributions are poorly characterized or unknown due to a lack of data. To address this, we pioneer a novel framework for stochastic…
Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…
Robust Optimal Control (ROC) with adjustable uncertainties has proven to be effective in addressing critical challenges within modern energy networks, especially the reserve and provision problem. However, prior research on ROC with…
Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…
Post-hoc explainable AI (XAI) methods typically produce deterministic attribution maps, whereas Bayesian neural networks (BNNs) induce a distribution over explanations. Capturing the variability of this distribution is important for…
Reliable uncertainty quantification is critical in high-stakes applications, such as medical diagnosis, where confidently incorrect predictions can erode trust in automated decision-making systems. Traditional uncertainty quantification…
Ad ranking systems must simultaneously optimize multiple objectives including click-through rate (CTR), conversion rate (CVR), revenue, and user experience metrics. However, production systems face critical challenges: score scale…
Ensuring the safe exploration of reinforcement learning (RL) agents is critical for deployment in real-world systems. Yet existing approaches struggle to strike the right balance: methods that tightly enforce safety often cripple task…