Related papers: Defensive forecasting
In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this…
We introduce the use of conservation laws to develop strategies in multi-player consensus games. First, basic well posedness results provide a reliable analytic setting. Then, a general non anticipative strategy is proposed through its…
We provide practical, efficient, and nonparametric methods for auditing the fairness of deployed classification and regression models. Whereas previous work relies on a fixed-sample size, our methods are sequential and allow for the…
Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…
A multi-label classifier estimates the binary label state (relevant vs irrelevant) for each of a set of concept labels, for any given instance. Probabilistic multi-label classifiers provide a predictive posterior distribution over all…
We investigate how distorted, yet structured, beliefs can persist in strategic situations. Specifically, we study two-player games in which each player is endowed with a biased-belief function that represents the discrepancy between a…
We initiate the study of deep learning for the automated design of two-sided matching mechanisms. What is of most interest is to use machine learning to understand the possibility of new tradeoffs between strategy-proofness and stability.…
Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…
The phenomenon of adversarial examples in deep learning models has caused substantial concern over their reliability. While many deep neural networks have shown impressive performance in terms of predictive accuracy, it has been shown that…
Deep neural networks are known to be vulnerable to small adversarial perturbations in test data. To defend against adversarial attacks, probabilistic classifiers have been proposed as an alternative to deterministic ones. However,…
We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…
In this work, we investigate binary classification under the constraints of both differential privacy and fairness. We first propose an algorithm based on the decoupling technique for learning a classifier with only fairness guarantee. This…
Data poisoning attacks, in which an adversary corrupts a training set with the goal of inducing specific desired mistakes, have raised substantial concern: even just the possibility of such an attack can make a user no longer trust the…
We study a game puzzle that has enjoyed recent popularity among mathematicians, computer scientist, coding theorists and even the mass press. In the game, $n$ players are fitted with randomly assigned colored hats. Individual players can…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…
Bayesian experts who are exposed to different evidence often make contradictory probabilistic forecasts. An aggregator, ignorant of the underlying model, uses this to calculate her own forecast. We use the notions of scoring rules and…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
We study the two-player safe game of Competitive Diffusion, a game-theoretic model for the diffusion of technologies or influence through a social network. In game theory, safe strategies are mixed strategies with a minimal expected gain…