Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input variables of the model. When the statistics of the output event are known, these input …
SBO improves global optimization of noisy functions with random inputs.
problem Optimizing expensive, noisy functions with random inputs.
method Stratified Bayesian Optimization (SBO) that leverages strong dependence on influential scalar random inputs.
result SBO outperforms state-of-the-art benchmarks in numerical experiments.
New method certifies neural network robustness under random input noise.
problem Certifying neural network robustness against random input noise.
method Chance-constrained optimization problem reformulated with input-output samples, convex conditions developed.
result Proposed method certifies robustness against various input noise regimes over larger uncertainty regions.
R3Net improves neural network robustness to input perturbations.
problem Improving neural network robustness to input perturbations.
method Randomized features, sign-splitter, and ReLU layers.
result Network output maintains distance between non-arbitrarily close inputs.
Bayesian optimization improves performance with common random numbers.
problem Optimizing expensive stochastic functions with common random numbers.
method Proposes a novel Gaussian process model and Knowledge Gradient for Common Random Numbers.
result Significant performance improvements with moderate computational cost.
Improves decision tree methods for high-dimensional, sparse input spaces.
problem Scalable supervised learning for high-dimensional, sparse inputs and large datasets.
method Random Forest and Gradient Boosting with random projections and sparsity.
result Improved accuracy and efficiency in multi-label and multi-output learning.
Random projections improve GP regression performance, reducing high-dimensional inputs to 1D.
problem Gaussian processes struggle with high-dimensional inputs, leading to overfitting and high computational cost.
method Use additive sums of kernels operating on random projections of inputs.
result Predictive performance converges to full-dimensional kernel performance with increasing projections, even in 1D.
Random deep neural networks are robust to adversarial examples, scaling with input size and dimension.
problem Adversarial examples challenge the reliability of deep learning algorithms.
method Analysis of random deep neural networks with Gaussian process equivalence and experiments on MNIST and CIFAR10.
result The ℓ p \ell^p ℓ p distance of adversarial examples scales as 1 / d i m e s ℓ p 1/\sqrt{d} imes \ell^p 1/ d im es ℓ p norm of the input. New method enhances neural network robustness against adversarial attacks.
problem Enhancing neural network robustness against adversarial attacks.
method Variational framework with per-sample noise level selector.
result Enhanced empirical robustness and certified robustness.
New method certifies neural network robustness to random input noise.
problem Certifying neural networks' robustness to random input noise.
method Chance-constrained optimization problem reformulated using input-output samples.
result Certifies a uniform infinity-norm uncertainty region with a radius 50 times larger.
DeformRS certifies deep networks against various input deformations.
problem Vulnerability of deep networks to input deformations.
method Randomized smoothing reformulation for general deformations.
result Certifies rich deformations including translations, rotations, scaling, and affine.
New analysis shows ESNs can handle multidimensional inputs without scaling network size.
problem Understanding the memory capacity of ESNs for multidimensional inputs.
method Advanced random matrix theory applied to ESNs with structured inputs.
result Linear scaling of network size with information rate and poly-logarithmic scaling with input dimension.
Random feature model approximates PDE solutions efficiently.
problem Approximating solutions to PDEs with high-dimensional inputs and outputs.
method Random feature model applied to infinite-dimensional operators.
result Efficient and accurate approximation of PDE solutions.
A new type of random forest improves robustness against noisy data.
problem Noise in test samples damages random forest performance.
method Introduces denoising autoencoders into random forests to identify and correct incorrect decisions.
result Improves estimation accuracy by considering multiple traversal paths for incorrect nodes.
Two ANOVA-based algorithms boost random Fourier feature models for function approximation.
problem Approximating high-dimensional functions with low-order interactions.
method Utilizes ANOVA decomposition to learn low-order functions and index sets of important variables.
result Significantly reduces approximation error compared to existing methods.
Proposes a new method for generating random parameters in neural networks.
problem Improving randomized learning of feedforward neural networks.
method Randomly selects slope angles, rotates activation functions, and distributes them across the input space.
result The method gives better results than the common approach, especially for complex target functions.
The paper presents unbiased estimators for random design regression.
problem Bias in least squares solutions for random design regression.
method Volume-rescaled sampling of input points to produce unbiased estimators.
result An unbiased estimator can be constructed with a sample size of O(dlogd + d/ε).
Input-dependent smoothing mitigates classical issues but suffers from the curse of dimensionality.
problem Certifiably robust classifiers with input-dependent smoothing suffer from the curse of dimensionality.
method Proposed a theoretical and practical framework for input-dependent smoothing under strict restrictions.
result Input-dependent smoothing mitigates some classical issues but is limited by the curse of dimensionality.
Framework combines random features with CDEs for efficient time-series learning.
problem Efficient training of time-series models with strong inductive bias.
method Random Fourier CDEs and Random Rough DEs using continuous-time reservoirs and log-ODE discretization.
result Unified perspective on random-feature reservoirs and path-signature theory.
BC-GANs use randomness in generator for better unsupervised learning.
problem Improving unsupervised learning performance.
method Bayesian framework with random generator for deterministic input.
result BC-GANs outperform state-of-the-arts in experiments.
A new framework for differentially private ERM using input perturbation.
problem Ensuring privacy in empirical risk minimization with randomized data.
method Input perturbation where each data contributor independently randomizes their data.
result The model learned with input perturbation satisfies differential privacy and local differential privacy.
Free Random Projection enhances reinforcement learning by naturally incorporating hierarchical structure.
problem Improving reinforcement learning algorithms for better generalization and adaptability.
method Introduces Free Random Projection, a method that uses free probability theory to create random orthogonal matrices encoding hierarchical structure.
result Empirically shows consistent improvement in generalization over standard methods on multi-environment benchmarks.
The paper explains how speculative supply and demand amplify financial market fluctuations.
problem The wild fluctuations of financial prices.
method Formally, the paper shows that asset returns follow a multiplicative random growth with exogenous input.
result The theory explains the power-law distribution of returns and related variables.
New framework models neural systems with random architecture on manifolds.
problem Complex, uncertain systems with non-Gaussian outputs.
method Latent random field on compact manifold generates neural architecture and weights.
result Synthetic neural systems can produce stochastic outputs for deterministic inputs.
Randomized smoothing reduces accuracy in ML models, especially at higher noise levels.
problem Adversarial attacks on ML models, especially randomized smoothing's accuracy drop.
method Theoretical and empirical analysis of randomized smoothing's effect on feasible hypotheses space.
result For some noise levels, randomized smoothing shrinks the set of feasible hypotheses, leading to accuracy drops.
Study shows perceptrons with random labels perform similarly to Gaussian data.
problem The assumption of Gaussian input data is often seen as a limitation in machine learning.
method Analyzed generalized linear classification (perceptron model) with random labels.
result Minimum training loss is independent of data covariance for high-dimensional input data.
Random projections enhance neural networks by reducing dimensions and speeding up training.
problem Training and expressive power of neural networks with high-dimensional inputs.
method Random projections to embed sparse vectors or low-dimensional manifolds into a smaller space, reducing the number of parameters and speeding up training.
result The number of neurons required for approximating a function depends on sparsity or manifold dimension, not the input vector dimension.
New neural network method hides input information in complex-valued features to protect privacy.
problem Preventing adversaries from inferring input attributes from neural network features.
method Transforming real-valued features into complex-valued ones, making input hidden in a randomized phase.
result Significantly diminishes adversary's ability to infer input while preserving high accuracy.
The paper develops methods to analyze sensitivity in stochastic models using surrogate models.
problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.
New BO method optimizes multiple objectives under input noise.
problem Optimizing multiple performance metrics in manufacturing processes subject to random input noise.
method Formalizes optimization of multivariate value-at-risk (MVaR) using random scalarizations.
result Significantly outperforms alternative methods in identifying robust designs.
Tensorized random projections reduce high-dimensional tensor size efficiently.
problem Efficiently reducing the dimension of very high-dimensional tensors.
method Proposes two tensorized random projection maps using TT and CP decompositions.
result TT format offers superior performance in terms of required random projection size.
Reservoir computing's success depends on mapping different input time series to separable states.
problem Quantifying the ability of random linear reservoirs to map different input time series.
method Mathematical framework using spectral properties of the connectivity matrix.
result Separation capacity is fully characterized by the spectral properties of the connectivity matrix.
Random feature matrices' singular values concentrate near their full expectation in high dimensions.
problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.
Bayesian model reduces uncertainty in high-dimensional problems like random media.
problem Uncertainty in high-dimensional stochastic partial differential equations.
method Bayesian formulation for simultaneous dimension and model-order reduction.
result Sharp predictions with reduced model order and input dimensions.
Overparametrized models are vulnerable to adversarial perturbations, affecting robust generalization.
problem Understanding how overparametrization impacts robustness in adversarial training.
method Analyzing random features regression models with a precise asymptotic formula.
result High overparametrization can hurt robust generalization in adversarially trained models.
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.
New method selects variables for nonlinear regression in large datasets.
problem Nonlinear regression with large-scale datasets.
method Kernel-based variable selection with random features.
result Outstanding performance on large-scale synthetic and real datasets.
GP-DRF model handles variable-sized input and learns deep features.
problem Scaling deep Gaussian processes for variable-sized data.
method GP-DRF model combining GPs and DRF layers for efficient inference.
result GP-DRF outperforms standard GP and DRF models across various datasets.
Generalizes Hoeffding's decomposition for dependent inputs under mild conditions.
problem Performing global sensitivity analysis on black-box models with dependent inputs.
method Proposes a novel framework based on probability theory, functional analysis, and combinatorics to handle dependencies.
result Any square-integrable, real-valued function of random elements with mild dependence assumptions can be uniquely additively decomposed.
Develops a framework to quantify uncertainties in multiple ML models.
problem Uncertainty in ML model predictions and model inputs.
method Develops a theoretical framework to decouple and transform uncertainties.
result Generates joint distribution of ML predictions considering uncertainties.
Extends randomized smoothing to certify robustness against various threat models and adversarial perturbations.
problem Certifying robustness of classifiers against adversarial perturbations.
method Develops a method to certify robustness against any ℓ p \ell_p ℓ p ( p ∈ N > 0 p\in\mathbb{N}_{>0} p ∈ N > 0 ) minimized adversarial perturbation. result Randomized smoothing suffers from the curse of dimensionality, reducing effective radius as p p p increases. Proposes a method to handle input uncertainties in regression trees.
problem Uncertainties in input variables in regression problems.
method Adapting standard regression trees to account for input uncertainties.
result The proposed method improves performance on data sets with input uncertainties.
New algorithm tackles non-convex matrix completion in semi-random settings.
problem Matrix completion in semi-random environments with varying observation probabilities.
method Proposes a pre-processing step to re-weight semi-random input, followed by a nearly-linear time algorithm.
result Recovering ground-truth matrix using non-convex local minima after pre-processing.
Enhances random forests by smoothing predictions for better performance.
problem Suboptimal performance due to piecewise constant predictions in random forests.
method Kernel-based smoothing mechanism to introduce local regularity.
result Smoothed random forest model consistently improves predictive performance.
Random Forest proximity distances reveal feature contributions in black-box models.
problem Understanding feature contributions in complex, opaque machine learning models.
method Observing changes in input affecting proximity distances and instance movement in decision space.
result Each feature's independent contribution to model decisions can be calculated and analyzed.
This paper analyzes the interpolation error of nonlinear Attention compared to linear regression.
problem Understanding the interpolation error of nonlinear Attention in high-dimensional settings.
method Derives explicit expressions for mean-squared interpolation error using signal-plus-noise model and random matrix theory.
result Nonlinear Attention generally incurs a larger interpolation error than linear regression, but this gap can be reversed with structured signals.
Random Forests are reinterpreted as generative models to handle missing data and detect outliers.
problem Handling missing features and detecting outliers in Random Forests.
method Interpreting Random Forests as Probabilistic Circuits and applying marginalisation for missing data.
result GeDTs and GeFs can handle missing data and detect outliers under certain assumptions.
2DSCNs improve image data analytics by extending SCN to handle spatial information.
problem Limitation of 1D SCNs in preserving spatial information of images.
method Extend SCN to 2DSCNs by stochastically configuring hidden nodes in a matrix-inputs framework.
result 2DSCNs outperform 1D SCNs in image data analytics tasks.