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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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171342513684 · Jun 202019922001200920172026
48 results for Robust confidence bounds

Paper presents robust confidence sequences for means with known moment bounds and arbitrary corruption.

problem Tackles robustness to outliers and adversarial corruptions in mean estimation.
method Designs new robust exponential supermartingales to create confidence sequences.
result Achieves optimal width and shows smaller margin of error compared to fixed-time robust methods.

A new method optimizes robustness measures under input uncertainty using randomized Gaussian process upper confidence bound.

problem Optimizing robustness measures under input uncertainty.
method Randomized robustness measure GP-UCB (RRGP-UCB) that samples β from a chi-squared-based distribution.
result RRGP-UCB provides tight bounds on expected regret.

WS-KDE provides robust confidence bounds for stochastic functions.

problem Optimizing time-consuming black-box functions with stochastic outputs.
method Wilson Score Kernel Density Estimation (WS-KDE) for Bayesian optimization.
result WS-KDE provides reliable confidence bounds for any stochastic function.

Paper aims to ensure reliable detection of out-of-distribution data with certifiable worst-case guarantees.

problem Deep neural networks are overconfident with OOD inputs, posing safety risks.
method Enforces low confidence and bounds in an ll_\infty-ball around OOD points using interval bound propagation (IBP).
result Certifiable worst-case guarantees for OOD detection are possible without significant loss in accuracy.

Paper improves confidence intervals and variance estimation for deep learning models.

problem Improving confidence intervals and variance estimation in deep learning models.
method Residual-based framework for conditional variance estimation; robust bootstrap procedure for confidence intervals.
result First non-asymptotic bounds for variance estimation using ReLU networks.

Machine learning (ML) classification is increasingly used in safety-critical systems. Protecting ML classifiers from adversarial examples is crucial. We propose that the main threat is that of an attacker perturbing a confidently classified input to produce a confident misclassification. To protect against this we devi…

2019-09-19abs ↗pdf ↗

This paper analyzes statistical properties of the Robust Satisficing model.

problem Lack of statistical theory for the Robust Satisficing model.
method Comprehensive analysis of statistical properties, including confidence intervals and generalization error bounds.
result Established two-sided confidence intervals and finite-sample generalization error bounds for the RS optimizer.

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ball is chosen judiciously, we can guarantee that it contains t…

2015-09-30abs ↗pdf ↗

CP improves robustness against distribution shift using physics-informed structural causal models.

problem Uncertainty in machine learning predictions under distributional shift.
method Physics-informed structural causal model (PI-SCM) to upper bound coverage difference.
result PI-SCM improves coverage robustness across confidence levels and test domains.

Deep neural networks bring in impressive accuracy in various applications, but the success often relies on the heavy network architecture. Taking well-trained heavy networks as teachers, classical teacher-student learning paradigm aims to learn a student network that is lightweight yet accurate. In this way, a portable…

2018-07-30abs ↗pdf ↗

New algorithm robust to outliers in Bayesian Optimization.

problem Vulnerability of Bayesian Optimization to extreme outliers.
method Introduces a new adversary with a frequency-bounded corruption budget and derives RCGP-UCB algorithm.
result Achieves sublinear regret in the presence of up to O(T1/4)O(T^{1/4}) and O(T1/7)O(T^{1/7}) corruptions with possibly infinite magnitude.

Bayes-assisted confidence sequences improve efficiency for bounded means.

problem Efficient uncertainty quantification for bounded IID means without parametric assumptions.
method Bayesian working predictive model selects adaptive martingale updates maximizing predictive log-growth.
result Asymptotically log-optimal performance with informative priors reducing width and sampling effort.

Adversarial training yields robust models against a specific threat model, e.g., LL_\infty adversarial examples. Typically robustness does not generalize to previously unseen threat models, e.g., other LpL_p norms, or larger perturbations. Our confidence-calibrated adversarial training (CCAT) tackles this problem by b…

2019-10-14abs ↗pdf ↗

Paper solves robust convex problems with heavy-tailed noise.

problem Solving convex compositional problems with heavy-tailed noise.
method Sub-Gaussian confidence bounds under weak heavy-tailed noise assumptions, using boosting strategy.
result Achieves nearly optimal high probability convergence result.

Optimism about the poorly understood states and actions is the main driving force of exploration for many provably-efficient reinforcement learning algorithms. We propose optimism in the face of sensible value functions (OFVF)- a novel data-driven Bayesian algorithm to constructing Plausibility sets for MDPs to explore…

2019-04-17abs ↗pdf ↗

We develop an efficient algorithm to find confidence ellipsoids with volume guarantees in high dimensions.

problem Finding robust confidence ellipsoids in high-dimensional data.
method Polynomial time algorithm using primal-dual structure and geometric Brascamp-Lieb inequality.
result Algorithm finds ellipsoids within a O(β)γdO(β)^{γd} volume factor of best ββ-conditioned ellipsoid.

This paper proposes a DGP approach with UCBs for point target tracking over WSNs.

problem Uncertainty quantification in distributed machine learning-based tracking over WSNs.
method Distributed Gaussian process (DGP) approach with upper confidence bounds (UCBs).
result UCBs provide 88% and 42% higher probability of encompassing true target states in X and Y coordinates, respectively.

PAC-MCTS addresses biased search in LLM-guided planning by dynamically pruning.

problem Systematic biases in LLMs lead to inefficient and unsafe search in deep planning tasks.
method Formulates node expansion as BAI under bounded bias, derives sample complexity bounds, and proposes PAC-MCTS for dynamic confidence bounds.
result PAC-MCTS improves robustness and efficiency by up to 78% fewer API evaluations and 3x higher sample efficiency.

We propose a bootstrap-based robust high-confidence level upper bound (Robust H-CLUB) for assessing the risks of large portfolios. The proposed approach exploits rank-based and quantile-based estimators, and can be viewed as a robust extension of the H-CLUB method (Fan et al., 2015). Such an extension allows us to hand…

2015-01-10abs ↗pdf ↗

New algorithms balance collaboration and adversarial behavior in linear bandits.

problem Minimizing regret in a collaborative linear bandit problem with adversarial agents.
method Robust collaborative phased elimination algorithm with tight analyses.
result Achieves near-optimal regret bounds of $O\left(α+ 1/\sqrt{M} ight) \sqrt{dT}$ for good agents.

A new method for evaluating and selecting policies in contextual bandits improves confidence intervals and policy quality.

problem Evaluating and selecting policies in contextual bandits with logged data.
method Self-normalized Importance Weighting (SN) estimator with Efron-Stein tail inequality and multiplicative bias control.
result The method provides tighter confidence intervals and better policy selection compared to competitors.

This paper improves offline contextual bandits using distributional robustness.

problem Improving offline contextual bandits with robustness.
method Extends Distributionally Robust Optimization (DRO) for offline contextual bandits, introducing a convex reformulation of Counterfactual Risk Minimization.
result Automatic calibration of asymptotic confidence intervals for policy optimization.

A new differentiable UCB algorithm for linear bandits learns adaptive confidence bounds.

problem Inability of UCB to strike optimal exploration-exploitation due to confidence bounds.
method Proposes a differentiable linear bandit algorithm and a gradient estimator for learning adaptive confidence bounds.
result Achieves a ildeO(β^dT) ilde{\mathcal{O}}(\hatβ\sqrt{dT}) upper bound of TT-round regret.

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a measure can be used, for instance, to quantify the probability of the existence…

2019-03-05abs ↗pdf ↗

FROB model improves robustness and reliable confidence for few-shot OoD detection.

problem Challenges in few-shot classification and OoD detection due to limited samples and adversarial attacks.
method FROB model combines support boundary generation and few-shot Outlier Exposure (OE) for improved robustness and reliable confidence.
result FROB achieves generalization to unseen OoD and maintains robustness independent of few-shot number.

Method estimates treatment effect bounds in sample selection models.

problem Estimating heterogeneous treatment effects in presence of sample selection.
method Debiased/double machine learning approach for non-linear and high-dimensional confounders.
result Substantially tighter effect bounds for younger users.

Adversarial training based on the minimax formulation is necessary for obtaining adversarial robustness of trained models. However, it is conservative or even pessimistic so that it sometimes hurts the natural generalization. In this paper, we raise a fundamental question---do we have to trade off natural generalizatio…

2020-02-26abs ↗pdf ↗

Sharp bounds on ATE with unmeasured confounders, valid even when misspecified.

problem Bounding average treatment effects with unmeasured confounders.
method Distributionally robust optimization, double sharpness, double validity.
result Proposes estimators with robustness properties for valid bounds.

Paper improves neural network robustness analysis for safety-critical systems.

problem Uncertainty in neural network outputs for safety-critical systems.
method Unified propagation and partition approaches to provide tighter bounds.
result Proposed algorithms give tighter bounds than existing methods for the same computation time.

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian inequalities in order to derive a robust risk estimator, which by design is easy to …

2019-05-20abs ↗pdf ↗

The paper extends confidence sequences for infinite variance data.

problem Addressing confidence sequences for distributions with infinite variance.
method Establishing lower bounds and deriving tight confidence sequences for relaxed bounded pthp^{th}-moment distributions.
result Derived confidence sequences are tighter than those using Dubins-Savage inequality.

Improved confidence bounds for linear logistic model with applications to bandits.

problem Improving confidence bounds for linear logistic model.
method Self-concordant analysis of the logistic loss to avoid dependence on worst-case variance.
result Significant improvement in confidence bounds, avoiding dependence on 1/κ1/κ.

Optimizes target value in stochastic black box functions.

problem Finding input to minimize expected squared error to target value.
method Derives acquisition functions for expected improvement, probability of improvement, and lower confidence bound, assuming Gaussian aleatoric effects.
result Acquisition functions can outperform classical Bayesian optimization under certain conditions.

Research aims to improve confidence intervals for RKHS elements in online learning.

problem Improper confidence intervals lead to suboptimal regret bounds in kernel-based bandit and reinforcement learning.
method Formalizes the open problem of online confidence intervals in RKHS and reviews existing results.
result Identifies the online nature of observation points as the main challenge for tight confidence intervals.