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We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

机器学习 · 统计学 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Paschalidis

Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…

统计理论 · 数学 2021-03-04 Jose Blanchet , Karthyek Murthy , Nian Si

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…

统计理论 · 数学 2023-09-29 Liyan Xie , Yuchen Liang , Venugopal V. Veeravalli

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

系统与控制 · 电气工程与系统科学 2023-05-18 Astghik Hakobyan , Insoon Yang

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

最优化与控制 · 数学 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Building on a recent framework for distributionally robust optimization, we consider estimation of the inverse covariance matrix for multivariate data. We provide a novel notion of a Wasserstein ambiguity set specifically tailored to this…

机器学习 · 统计学 2019-10-08 Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

We propose a learning framework for graph kernels, which is theoretically grounded on regularizing optimal transport. This framework provides a novel optimal transport distance metric, namely Regularized Wasserstein (RW) discrepancy, which…

机器学习 · 计算机科学 2021-10-11 Asiri Wijesinghe , Qing Wang , Stephen Gould

We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…

机器学习 · 计算机科学 2019-09-17 Alex Tong Lin , Yonatan Dukler , Wuchen Li , Guido Montufar

Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with…

机器学习 · 计算机科学 2021-12-03 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

Many existing transductive bounds rely on classical complexity measures that are computationally intractable and often misaligned with empirical behavior. In this work, we establish new representation-based generalization bounds in a…

机器学习 · 计算机科学 2026-03-11 MoonJeong Park , Seungbeom Lee , Kyungmin Kim , Jaeseung Heo , Seunghyuk Cho , Shouheng Li , Sangdon Park , Dongwoo Kim

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

机器学习 · 计算机科学 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Computer vision tasks require processing large amounts of data to perform image classification, segmentation, and feature extraction. Optical preprocessors can potentially reduce the number of floating point operations required by computer…

计算机视觉与模式识别 · 计算机科学 2024-11-15 Maksym Zhelyeznuyakov , Johannes E. Fröch , Shane Colburn , Steven L. Brunton , Arka Majumdar

Let $\mathcal R$ denote the generalized Radon transform (GRT), which integrates over a family of $N$-dimensional smooth submanifolds $\mathcal S_{\tilde y}\subset\mathcal U$, $1\le N\le n-1$, where an open set $\mathcal U\subset\mathbb R^n$…

数值分析 · 数学 2021-02-19 Alexander Katsevich

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

机器学习 · 计算机科学 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

Deep learning methods, in particular, trained Convolutional Neural Networks (CNN) have recently been shown to produce compelling results for single image Super-Resolution (SR). Invariably, a CNN is learned to map the Low Resolution (LR)…

计算机视觉与模式识别 · 计算机科学 2019-09-04 Tiantong Guo , Hojjat S. Mousavi , Vishal Monga

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…

机器学习 · 统计学 2021-05-12 Jose Blanchet , Yang Kang , Fan Zhang , Fei He , Zhangyi Hu

Collaborative filtering (CF) is an essential technique in recommender systems that provides personalized recommendations by only leveraging user-item interactions. However, most CF methods represent users and items as fixed points in the…

信息检索 · 计算机科学 2024-07-02 Haoxuan Li , Yuanxin Ouyang , Zhuang Liu , Wenge Rong , Zhang Xiong

Existing radar sensors can be classified into automotive and scanning radars. While most radar odometry (RO) methods are only designed for a specific type of radar, our RO method adapts to both scanning and automotive radars. Our RO is…

机器人学 · 计算机科学 2023-03-31 Pou-Chun Kung , Chieh-Chih Wang , Wen-Chieh Lin

This paper proposes a spatial-Radon domain CT image reconstruction model based on data-driven tight frames (SRD-DDTF). The proposed SRD-DDTF model combines the idea of joint image and Radon domain inpainting model of \cite{Dong2013X} and…

医学物理 · 物理学 2016-01-27 Ruohan Zhan , Bin Dong

Although Convolutional Neural Networks (CNNs) have achieved promising results in image classification, they still are vulnerable to affine transformations including rotation, translation, flip and shuffle. The drawback motivates us to…

计算机视觉与模式识别 · 计算机科学 2023-12-14 Zijie Tan , Guanfang Dong , Chenqiu Zhao , Anup Basu