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Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
Many engineered systems must balance competing objectives, such as performance and safety, cost and reliability, or efficiency and sustainability, and are naturally modeled as compositions of interacting subsystems. We study online…
Peer reviews, evaluations, and selections are a fundamental aspect of modern science. Funding bodies the world over employ experts to review and select the best proposals from those submitted for funding. The problem of peer selection,…
Probabilistic learning is increasingly being tackled as an optimization problem, with gradient-based approaches as predominant methods. When modelling multivariate likelihoods, a usual but undesirable outcome is that the learned model fits…
We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…
This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…
Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…
Ranking and selection (R&S) aims to select the best alternative with the largest mean performance from a finite set of alternatives. Recently, considerable attention has turned towards the large-scale R&S problem which involves a large…
We propose to smooth out the calibration score, which measures how good a forecaster is, by combining nearby forecasts. While regular calibration can be guaranteed only by randomized forecasting procedures, we show that smooth calibration…
We study the effects of randomness on competitions based on an elementary random process in which there is a finite probability that a weaker team upsets a stronger team. We apply this model to sports leagues and sports tournaments, and…
Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…
In many real-world applications, it is undesirable to drastically change the problem solution after a small perturbation in the input, as unstable outputs can lead to costly transaction fees, privacy and security concerns, reduced user…
This paper develops a unified framework for partial identification and inference in stratified experiments with attrition, accommodating both equal and heterogeneous treatment shares across strata. For equal-share designs, we apply recent…
Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one…
In this article, bipartite ranking, a statistical learning problem involved in many applications and widely studied in the passive context, is approached in a much more general \textit{active setting} than the discrete one previously…
We present a framework for analyzing the near miss effect in lotteries. A decision maker (DM) facing a lottery, falsely interprets losing outcomes that are close to winning ones, as a sign that success is within reach. As a result of this…
In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…
Random selection, leader election, and collective coin flipping are fundamental tasks in fault-tolerant distributed computing. We study these problems in the full-information model where despite decades of study, key gaps remain in our…
At the end, the house always wins! This simple truth holds for all public games of chance. Nevertheless, since lotteries have existed, people have tried everything to give luck a helping hand. This article compares objective scientific…