相关论文: On Invariance Penalties for Risk Minimization

Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…

Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…

In recent studies \cite{ZZ24, FY24}, the Interior Penalty Virtual Element Method (IPVEM) has been developed for solving a fourth-order singular perturbation problem, with uniform convergence established in the lowest-order case concerning…

This study examines, in the framework of variational regularization methods, a multi-penalty regularization approach which builds upon the Uniform PENalty (UPEN) method, previously proposed by the authors for Nuclear Magnetic Resonance…

Domain generalization aims to learn invariance across multiple training domains, thereby enhancing generalization against out-of-distribution data. While gradient or representation matching algorithms have achieved remarkable success, these…

We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…

In this paper, we consider the interference rejection combining (IRC) receiver, which improves the cell-edge user throughput via suppressing inter-cell interference and requires estimating the covariance matrix including the inter-cell…

Machine learning models (e.g., speech recognizers) are usually trained to minimize average loss, which results in representation disparity---minority groups (e.g., non-native speakers) contribute less to the training objective and thus tend…

The stochastic variational inequality problem (SVIP) is an equilibrium model that includes random variables and has been widely applied in various fields such as economics and engineering. Expected residual minimization (ERM) is an…

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

In this paper, we propose a generalized successive approximation method (SAM), called invariantly admissible policy iteration (PI), for finding the solution to a class of input-affine nonlinear optimal control problems by iterations. Unlike…

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure. This…

Regularization method and Bayesian inverse method are two dominating ways for solving inverse problems generated from various fields, e.g., seismic exploration and medical imaging. The two methods are related with each other by the MAP…

Due to the poor generalization performance of traditional empirical risk minimization (ERM) in the case of distributional shift, Out-of-Distribution (OoD) generalization algorithms receive increasing attention. However, OoD generalization…

Two main challenges in Reinforcement Learning (RL) are designing appropriate reward functions and ensuring the safety of the learned policy. To address these challenges, we present a theoretical framework for Inverse Reinforcement Learning…

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

A crucial aspect in reliable machine learning is to design a deployable system in generalizing new related but unobserved environments. Domain generalization aims to alleviate such a prediction gap between the observed and unseen…

Domain generalization (DG) seeks predictors which perform well on unseen test distributions by leveraging data drawn from multiple related training distributions or domains. To achieve this, DG is commonly formulated as an average- or…

In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…