相关论文: Optimal Representations for Covariate Shift

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

The label shift problem refers to the supervised learning setting where the train and test label distributions do not match. Existing work addressing label shift usually assumes access to an \emph{unlabelled} test sample. This sample may be…

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…

Despite the success on few-shot learning problems, most meta-learned models only focus on achieving good performance on clean examples and thus easily break down when given adversarially perturbed samples. While some recent works have shown…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Learning policies which are robust to changes in the environment are critical for real world deployment of Reinforcement Learning agents. They are also necessary for achieving good generalization across environment shifts. We focus on…

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…

Models often need to be constrained to a certain size for them to be considered interpretable. For example, a decision tree of depth 5 is much easier to understand than one of depth 50. Limiting model size, however, often reduces accuracy.…

Causal representation learning has attracted significant research interest during the past few years, as a means for improving model generalization and robustness. Causal representations of interventional image pairs (also called…

A key element in transfer learning is representation learning; if representations can be developed that expose the relevant factors underlying the data, then new tasks and domains can be learned readily based on mappings of these salient…

Deep learning models often rely only on a small set of features even when there is a rich set of predictive signals in the training data. This makes models brittle and sensitive to distribution shifts. In this work, we first examine vision…

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Generalization under distribution shift remains a core challenge in modern machine learning, yet existing learning bound theory is limited to narrow, idealized settings and is non-estimable from samples. In this paper, we bridge the gap…

A common challenge across all areas of machine learning is that training data is not distributed like test data, due to natural shifts, "blind spots," or adversarial examples; such test examples are referred to as out-of-distribution (OOD)…

We are concerned with the vulnerability of computer vision models to distributional shifts. We formulate a combinatorial optimization problem that allows evaluating the regions in the image space where a given model is more vulnerable, in…

Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

We consider learning representations (features) in the setting in which we have access to multiple unlabeled views of the data for learning while only one view is available for downstream tasks. Previous work on this problem has proposed…

We study linear regression under covariate shift, where the marginal distribution over the input covariates differs in the source and the target domains, while the conditional distribution of the output given the input covariates is similar…