相关论文: Binary Excess Risk for Smooth Convex Surrogates

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Modern machine learning approaches to classification, including AdaBoost, support vector machines, and deep neural networks, utilize surrogate loss techniques to circumvent the computational complexity of minimizing empirical classification…

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

The performance of online convex optimization algorithms in a dynamic environment is often expressed in terms of the dynamic regret, which measures the decision maker's performance against a sequence of time-varying comparators. In the…

We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B. It is known (see [Hazan et al., 2014]) that any proper algorithm which has logarithmic regret in the number of samples…

We present a comprehensive study of surrogate loss functions for learning to defer. We introduce a broad family of surrogate losses, parameterized by a non-increasing function $\Psi$, and establish their realizable $H$-consistency under…

Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…

In this paper, we consider the problem of binary classification with a class of general deep convolutional neural networks, which includes fully-connected neural networks and fully convolutional neural networks as special cases. We…

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…

We present a study of surrogate losses and algorithms for the general problem of learning to defer with multiple experts. We first introduce a new family of surrogate losses specifically tailored for the multiple-expert setting, where the…

We study the problem of estimating a multivariate convex function defined on a convex body in a regression setting with random design. We are interested in optimal rates of convergence under a squared global continuous $l_2$ loss in the…

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…

We present a framework for smooth optimization of explicitly regularized objectives for (structured) sparsity. These non-smooth and possibly non-convex problems typically rely on solvers tailored to specific models and regularizers. In…

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

Neural surrogates enable orders-of-magnitude acceleration of computational fluid dynamics (CFD) simulations, with the potential to transform engineering and healthcare workflows. Neural surrogate use in real-world applications requires…

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this…