相关论文: A Directional Rockafellar-Uryasev Regression

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Most data for evaluating and training recommender systems is subject to selection biases, either through self-selection by the users or through the actions of the recommendation system itself. In this paper, we provide a principled approach…

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Training Data Attribution (TDA) seeks to trace model predictions back to influential training examples, enhancing interpretability and safety. We formulate TDA as a Bayesian information-theoretic problem: subsets are scored by the…

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

We propose a general approach for training survival analysis models that minimizes a worst-case error across all subpopulations that are large enough (occurring with at least a user-specified minimum probability). This approach uses a…

Machine learning methods adapt the parameters of a model, constrained to lie in a given model class, by using a fixed learning procedure based on data or active observations. Adaptation is done on a per-task basis, and retraining is needed…

Meta-gradients provide a general approach for optimizing the meta-parameters of reinforcement learning (RL) algorithms. Estimation of meta-gradients is central to the performance of these meta-algorithms, and has been studied in the setting…

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…

Label noise and class imbalance commonly coexist in real-world data. Previous works for robust learning, however, usually address either one type of the data biases and underperform when facing them both. To mitigate this gap, this work…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Learning to rank with biased click data is a well-known challenge. A variety of methods has been explored to debias click data for learning to rank such as click models, result interleaving and, more recently, the unbiased learning-to-rank…

We study decision problems under uncertainty, where the decision-maker has access to $K$ data sources that carry {\em biased} information about the underlying risk factors. The biases are measured by the mismatch between the risk factor…

Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…

Machine learning models are susceptible to being misled by biases in training data that emphasize incidental correlations over the intended learning task. In this study, we demonstrate the impact of data bias on the performance of a machine…

Respondent-Driven Sampling (RDS) is a chain-referral design used for collecting data from hidden or hard-to-reach populations through their social networks. In RDS, respondents recruit their peers from the population of interest. As such,…