相关论文: On Structured Prediction Theory with Calibrated Co…

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

We study a family of algorithms, which we refer to as local update methods, that generalize many federated learning and meta-learning algorithms. We prove that for quadratic objectives, local update methods perform stochastic gradient…

The idea of value-aware model learning, that models should produce accurate value estimates, has gained prominence in model-based reinforcement learning. The MuZero loss, which penalizes a model's value function prediction compared to the…

The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Designing proper loss functions is essential in training deep networks. Especially in the field of semantic segmentation, various evaluation metrics have been proposed for diverse scenarios. Despite the success of the widely adopted…

Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable learning and provide out-of-sample generalization by using…

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach…

Learning with rejection is an important framework that can refrain from making predictions to avoid critical mispredictions by balancing between prediction and rejection. Previous studies on cost-based rejection only focused on the…

Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

In classification, the de facto method for aggregating individual losses is the average loss. When the actual metric of interest is 0-1 loss, it is common to minimize the average surrogate loss for some well-behaved (e.g. convex) surrogate.…

Surrogate models, crucial for approximating complex simulation data across sciences, inherently carry uncertainties that range from simulation noise to model prediction errors. Without rigorous uncertainty quantification, predictions become…

There has been much recent work on training neural attention models at the sequence-level using either reinforcement learning-style methods or by optimizing the beam. In this paper, we survey a range of classical objective functions that…

Neural networks for LHC physics have to be accurate, reliable, and controlled. Using neural surrogates for the prediction of loop amplitudes as a use case, we first show how activation functions are systematically tested with…

Delayed primary outcomes and administratively censored follow-up create a general semiparametric estimation problem: the target causal functional depends on an endpoint observed only for a shrinking subset of units at analysis time, while…

The standard margin-based structured prediction commonly uses a maximum loss over all possible structured outputs. The large-margin formulation including latent variables not only results in a non-convex formulation but also increases the…

For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…