相关论文: Borrowing From the Future: An Attempt to Address D…

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift.…

Meta-learning for few-shot learning entails acquiring a prior over previous tasks and experiences, such that new tasks be learned from small amounts of data. However, a critical challenge in few-shot learning is task ambiguity: even when a…

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets…

Reinforcement Learning algorithms designed for high-dimensional spaces often enforce the Bellman equation on a sampled subset of states, relying on generalization to propagate knowledge across the state space. In this paper, we identify and…

Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…

Combining empirical risk minimization with capacity control is a classical strategy in machine learning when trying to control the generalization gap and avoid overfitting, as the model class capacity gets larger. Yet, in modern deep…

This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…

Deep models are designed to operate on huge volumes of high dimensional data such as images. In order to reduce the volume of data these models must process, we propose a set-based two-stage end-to-end neural subsampling model that is…

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

The theory of bias-variance used to serve as a guide for model selection when applying Machine Learning algorithms. However, modern practice has shown success with over-parameterized models that were expected to overfit but did not. This…

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also…

Sampling is ubiquitous in machine learning methodologies. Due to the growth of large datasets and model complexity, we want to learn and adapt the sampling process while training a representation. Towards achieving this grand goal, a…

We study the problem of distribution to real-value regression, where one aims to regress a mapping $f$ that takes in a distribution input covariate $P\in \mathcal{I}$ (for a non-parametric family of distributions $\mathcal{I}$) and outputs…

Co-prime sampling is a strategy for acquiring the signal below the Nyquist rate. The prototype and extended co-prime samplers require two low rate sub-samplers. One of the sub-samplers in the extended co-prime scheme is not utilized for…

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

In this paper, we study a simple and generic framework to tackle the problem of learning model parameters when a fraction of the training samples are corrupted. We first make a simple observation: in a variety of such settings, the…