Related papers: Polynomial-Time Robust Multiclass Linear Classific…

We study the problem of privately estimating the parameters of $d$-dimensional Gaussian Mixture Models (GMMs) with $k$ components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to…

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

Robust scatter estimation is a fundamental task in statistics. The recent discovery on the connection between robust estimation and generative adversarial nets (GANs) by Gao et al. (2018) suggests that it is possible to compute depth-like…

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

This paper addresses the problem of learning a task from demonstration. We adopt the framework of inverse reinforcement learning, where tasks are represented in the form of a reward function. Our contribution is a novel active learning…

Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments,…

Large-margin classifiers are popular methods for classification. We derive the asymptotic expression for the generalization error of a family of large-margin classifiers in the limit of both sample size $n$ and dimension $p$ going to…

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP…

Current deep learning solutions are well known for not informing whether they can reliably classify an example during inference. One of the most effective ways to build more reliable deep learning solutions is to improve their performance…

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

We study the task of Multiclass Linear Classification (MLC) in the distribution-free PAC model with Random Classification Noise (RCN). Specifically, the learner is given a set of labeled examples $(x, y)$, where $x$ is drawn from an unknown…

We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…

Deep learning models are known to be overconfident in their predictions on out of distribution inputs. There have been several pieces of work to address this issue, including a number of approaches for building Bayesian neural networks, as…

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

We study consistency of learning algorithms for a multi-class performance metric that is a non-decomposable function of the confusion matrix of a classifier and cannot be expressed as a sum of losses on individual data points; examples of…

We study the complexity of learning real-valued Multi-Index Models (MIMs) under the Gaussian distribution. A $K$-MIM is a function $f:\mathbb{R}^d\to \mathbb{R}$ that depends only on the projection of its input onto a $K$-dimensional…