Related papers: Defensive forecasting
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
We describe the probability theory behind a casino game, blackjack, and the procedure to compute the optimal strategy for a deck of arbitrary cards and player's expected win given that he follows the optimal strategy. The exact blackjack…
With the increasing sophistication of attacks on cyber-physical systems, deception has emerged as an effective tool to improve system security and safety by obfuscating the attacker's perception. In this paper, we present a solution to the…
Defensive deception is a promising approach for cyber defense. Via defensive deception, the defender can anticipate attacker actions; it can mislead or lure attacker, or hide real resources. Although defensive deception is increasingly…
Rather than directly predicting future prices or returns, we follow a more recent trend in asset management and classify the state of a market based on labels. We use numerous standard labels and even construct our own ones. The labels rely…
Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…
Planning safe robot motions in the presence of humans requires reliable forecasts of future human motion. However, simply predicting the most likely motion from prior interactions does not guarantee safety. Such forecasts fail to model the…
The outcome of all time series cannot be forecast, e.g. the flipping of a fair coin. Others, like the repeated {01} sequence {010101...} can be forecast exactly. Algorithmic information theory can provide a measure of forecastability that…
With the rise of increasingly powerful and user-facing NLP systems, there is growing interest in assessing whether they have a good representation of uncertainty by evaluating the quality of their predictive distribution over outcomes. We…
We study the problem of predicting numeric labels that are constrained to the integers or to a subrange of the integers. For example, the number of up-votes on social media posts, or the number of bicycles available at a public rental…
Adversarial attacks can generate adversarial inputs by applying small but intentionally worst-case perturbations to samples from the dataset, which leads to even state-of-the-art deep neural networks outputting incorrect answers with high…
Ensuring the security of networked systems is a significant problem, considering the susceptibility of modern infrastructures and technologies to adversarial interference. A central component of this problem is how defensive resources…
In this paper, we consider the problem of making distributionally robust, skeptical inferences for the multi-label problem, or more generally for Boolean vectors. By distributionally robust, we mean that we consider a set of possible…
"Guess Who?" is a popular two player game where players ask "Yes"/"No" questions to search for their opponent's secret identity from a pool of possible candidates. This is modeled as a simple stochastic game. Using this model, the optimal…
The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…
In financial trading, return prediction is one of the foundation for a successful trading system. By the fast development of the deep learning in various areas such as graphical processing, natural language, it has also demonstrate…
Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms,…
We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…
This paper attempts multi-label classification by extending the idea of independent binary classification models for each output label, and exploring how the inherent correlation between output labels can be used to improve predictions.…
Adversarial machine learning, i.e., increasing the robustness of machine learning algorithms against so-called adversarial examples, is now an established field. Yet, newly proposed methods are evaluated and compared under unrealistic…