We present turnpike-type results for the risk tolerance function in an incomplete market setting under time-monotone forward performance criteria. We show that, contrary to the classical case, the temporal and spatial limits do not coincide. We also show that they depend directly on the left- and right-end of the suppo…
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48 results for “tolerance criterion”
We consider the problem of engineering robust direct perception neural networks with output being regression. Such networks take high dimensional input image data, and they produce affordances such as the curvature of the upcoming road segment or the distance to the front vehicle. Our proposal starts by allowing a neur…
A new restart criterion for k-means++ improves clustering quality and adapts to data difficulty.
problem Arbitrary restart counts in k-means++ lead to inconsistent results and wasted computation.
method GTRC combines Good-Turing estimates, bounds, and user-specified tolerance to dynamically decide restarts.
result GTRC achieves clustering quality comparable to fixed restart counts, varying restarts based on data difficulty.
Proposes a novel classification criterion for high-dimensional data with few samples.
problem Challenges in classifying high-dimensional data with limited samples.
method Tolerance similarity criterion and No-separated Data Maximum Dispersion classifier (NPDMD).
result NPDMD outperforms state-of-the-art methods in various real-world applications.
Q-learning adapted to find near-equivalent treatment strategies.
problem Finding optimal treatment sequences in dynamic treatment regimes.
method Introducing a worst-value tolerance criterion to find sets of near-equivalent policies.
result Constructs families of near-equivalent treatment strategies.
The paper tackles risk-averse multi-armed bandit with linear payoffs.
problem Risk-averse contextual multi-armed bandit problem with linear payoffs.
method Apply Thompson Sampling algorithm for disjoint model and provide comprehensive regret analysis.
result Proved an regret bound for mean-variance criterion.
We introduce a differential geometric framework for describing families of quantum error-correcting codes and for understanding quantum fault tolerance. This work unifies the notion of topological fault tolerance with fault tolerance in other kinds of quantum error-correcting codes. In particular, we use fibre bundles …
Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization path up to predefined tolerance in a unified framework and show that its comp…
Classification of Crop Tolerance to Heat and Drought: A Deep Convolutional Neural Networks Approachcs.LG
Environmental stresses such as drought and heat can cause substantial yield loss in agriculture. As such, hybrid crops that are tolerant to drought and heat stress would produce more consistent yields compared to the hybrids that are not tolerant to these stresses. In the 2019 Syngenta Crop Challenge, Syngenta released…
We focus in this paper on dataset reduction techniques for use in k-nearest neighbor classification. In such a context, feature and prototype selections have always been independently treated by the standard storage reduction algorithms. While this certifying is theoretically justified by the fact that each subproblem …
Study examines how risk tolerance impacts long-term investment returns.
problem Understanding the impact of risk tolerance on investment returns over time.
method Used Malliavin calculus and Hansen--Scheinkman decomposition.
result Risk aversion affects long-term investment utility through eigenvalues and eigenfunctions.
We analyze the adversarial examples problem in terms of a model's fault tolerance with respect to its input. Whereas previous work focuses on arbitrarily strict threat models, i.e., -perturbations, we consider arbitrary valid inputs and propose an information-based characteristic for evaluating tolerance to diverse …
Framework for private, noise-tolerant, and efficient learning algorithms.
problem Private and efficient learning of large-margin halfspaces in noisy environments.
method Simple framework using differential privacy and noise tolerance conditions.
result Noise-tolerant and private PAC learners for large-margin halfspaces with sample complexity independent of dimension.
Fault-tolerant neural networks inspired by biological error correction codes.
problem Achieving reliable computation with unreliable neurons.
method Using biological error correction codes from grid cells in the mammalian cortex to develop a fault-tolerant neural network.
result Noisy biological neurons operate below a fault-tolerance threshold, suggesting a mechanism for reliable computation in the brain.
Paper addresses fault-tolerance in distributed machine learning with stochastic gradient descent.
problem Fault-tolerance in distributed stochastic gradient descent (D-SGD) for machine learning.
method Proposes norm-based comparative gradient elimination (CGE) to robustify D-SGD against Byzantine faulty agents.
result CGE guarantees fault-tolerance against a bounded fraction of Byzantine agents under standard stochastic assumptions.
Model selection in clustering requires (i) to specify a suitable clustering principle and (ii) to control the model order complexity by choosing an appropriate number of clusters depending on the noise level in the data. We advocate an information theoretic perspective where the uncertainty in the measurements quantize…
This paper reviews quantum machine learning from NISQ to fault tolerance.
problem The challenges and opportunities in quantum machine learning.
method Comprehensive review of quantum machine learning concepts.
result Coverage of NISQ and fault-tolerant quantum computing approaches.
Recently, new defense techniques have been developed to tolerate Byzantine failures for distributed machine learning. The Byzantine model captures workers that behave arbitrarily, including malicious and compromised workers. In this paper, we break two prevailing Byzantine-tolerant techniques. Specifically we show robu…
Methods for prediction and tolerance intervals in non-normal models.
problem Constructing prediction and tolerance intervals for non-normal data.
method Two approaches: pivotal quantity approximation and confidence interval for mean.
result Intuitive, simple, efficient methods with proper operating characteristics.
DRO optimizes decisions under uncertain distributions, considering worst-case scenarios.
problem Optimizing decisions when the distribution of uncertainties is itself uncertain.
method Defines ambiguity sets and seeks decisions optimal under the worst-case distribution.
result DRO models can be connected to regularization techniques and machine learning.
Gradient codes adapt to varying straggler counts in distributed learning.
problem Mitigating slow worker nodes (stragglers) in distributed machine learning.
method Proposes a flexible gradient coding scheme that concatenates codes for different straggler tolerances, adapting to actual straggler counts.
result Significantly lower latency compared to fixed-tolerance gradient codes.
The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.
problem Sequential decision making in high-frequency markets under evolving uncertainty.
method Analyzes two dimensions of robustness: uncertainty tolerance and action robustness, using simulations and empirical evidence.
result Action robustness has a larger impact on profitability than uncertainty tolerance, and excessive robustness can reduce profitability in illiquid markets.
New method learns robustly with less data, bridging theory and practice.
problem Adversarial robust learning with metric perturbation.
method Tolerant adversarial PAC-learning with perturb-and-smooth approach and compression-based algorithm.
result First PAC-type guarantees for popular adversarial learning techniques.
The study formalizes temporal precision and recall for anomaly detection in sequences.
problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.
We develop and evaluate tolerance interval methods for dynamic treatment regimes (DTRs) that can provide more detailed prognostic information to patients who will follow an estimated optimal regime. Although the problem of constructing confidence intervals for DTRs has been extensively studied, prediction and tolerance…
Study on AI-driven modeling for high burnup accident-tolerant fuels in SMRs.
problem Design and optimization of high burnup accident-tolerant fuels for SMRs.
method Artificial intelligence and multi-scale modeling (neutronics, thermal hydraulics, fuel performance).
result Demonstrated the effectiveness of AI in modeling and optimizing SMR fuels.
New method reduces sample complexity for robust learning.
problem Developing simple, sample-efficient learning algorithms for robust classification.
method Tolerant empirical risk minimization (RERM) for robust learning.
result Tolerant RERM requires only O(VC(H)dlog(D/γδ)/ε^2) samples for robustness regions of diameter D.
Neural network compression methods have enabled deploying large models on emerging edge devices with little cost, by adapting already-trained models to the constraints of these devices. The rapid development of AI-capable edge devices with limited computation and storage requires streamlined methodologies that can effi…
Split conformal prediction provides finite-sample guarantees for black-box models without distributional assumptions.
problem Weak performance guarantees for modern predictive models under minimal assumptions.
method Develops finite-sample guarantees for split conformal prediction, a method that uses nested prediction sets and order statistics.
result The coverage of prediction sets based on order statistics stochastically dominates the Beta distribution.
Study efficient learning of halfspaces with constant noise tolerance.
problem Learning halfspaces in the presence of both instance and label corruption.
method Develops an algorithm to minimize reweighted hinge loss for robustness.
result Achieves constant noise tolerance for halfspace learning.
In real-world applications of reinforcement learning (RL), noise from inherent stochasticity of environments is inevitable. However, current policy evaluation algorithms, which plays a key role in many RL algorithms, are either prone to noise or inefficient. To solve this issue, we introduce a novel policy evaluation a…
Evolutionary dynamics in financial markets with heterogeneities in strategies and risk toleranceq-fin.GN
Model shows how heterogeneity in strategies and risk tolerance affects financial market stability.
problem Understanding how heterogeneity impacts financial market dynamics.
method Agent-based model incorporating heterogeneous investment strategies and risk tolerance.
result Heterogeneity in strategies and risk tolerance suppresses price fluctuations.
SignSGD improves distributed learning by tolerating faulty devices, including Byzantine adversaries.
problem Faulty devices, including Byzantine adversaries, disrupt convergence in distributed learning.
method Developed SignSGD from SGD, proving its robustness to Byzantine adversaries with upper bound convergence rate.
result SignSGD converges in the presence of Byzantine adversaries, providing a fault-tolerant solution.
ADGAN improves risk tolerance prediction by aligning cross-domain data.
problem Lack of professional knowledge and domain-specific models in risk tolerance studies.
method Asymmetric cross-Domain Generative Adversarial Network (ADGAN) for domain scale inequality.
result ADGAN better handles class imbalance and unqualified data than state-of-the-art methods.
New insights into distribution testing with tolerance.
problem Tolerant distribution testing in the intermediate regime.
method Characterization of sample complexity as a function of , , and .
result Smooth tradeoff between sample complexity and the ratio .
Algorithms optimize fair portfolios for diverse risk-tolerant consumers.
problem Designing fair portfolios for consumers with varying risk tolerances.
method Two-player zero-sum game-based algorithms for optimal and near-optimal portfolio design.
result Efficient algorithms for fair portfolio design with and without group structure assumptions.
We consider distributed on-device learning with limited communication and security requirements. We propose a new robust distributed optimization algorithm with efficient communication and attack tolerance. The proposed algorithm has provable convergence and robustness under non-IID settings. Empirical results show tha…
The loss of a few neurons in a brain rarely results in any visible loss of function. However, the insight into what "few" means in this context is unclear. How many random neuron failures will it take to lead to a visible loss of function? In this paper, we address the fundamental question of the impact of the crash of…
FANNet: Formal Analysis of Noise Tolerance, Training Bias and Input Sensitivity in Neural Networkscs.LG
With a constant improvement in the network architectures and training methodologies, Neural Networks (NNs) are increasingly being deployed in real-world Machine Learning systems. However, despite their impressive performance on "known inputs", these NNs can fail absurdly on the "unseen inputs", especially if these real…
Deep Learning Accelerators are prone to faults which manifest in the form of errors in Neural Networks. Fault Tolerance in Neural Networks is crucial in real-time safety critical applications requiring computation for long durations. Neural Networks with high regularisation exhibit superior fault tolerance, however, at…
Finding efficient decoders for quantum error correcting codes adapted to realistic experimental noise in fault-tolerant devices represents a significant challenge. In this paper we introduce several decoding algorithms complemented by deep neural decoders and apply them to analyze several fault-tolerant error correctio…
We analyze a nonlinear equation proposed by F. Black (1968) for the optimal portfolio function in a log-normal model. We cast it in terms of the risk tolerance function and provide, for general utility functions, existence, uniqueness and regularity results, and we also examine various monotonicity, concavity/convexity…
Paper proposes FTT-NAS to create fault-tolerant CNNs for edge devices.
problem Faults in edge devices affect deep learning applications.
method Formalized fault models, implemented FTT-NAS, incorporated FTT.
result Discovered CNNs outperform baseline architectures with fault tolerance.
We study a portfolio optimization problem for competitive agents with CRRA utilities and a common finite time horizon. The utility of an agent depends not only on her absolute wealth and consumption but also on her relative wealth and consumption when compared to the averages among the other agents. We derive a closed …
Novel method solves group synchronization with robust corruption tolerance.
problem Group synchronization with high corruption tolerance.
method Quadratic programming formulation exploiting cycle consistency.
result Global minimum recovers corruption levels under mild conditions.
Improves bit error tolerance in RRAM-based BNNs without overfitting.
problem Bit errors in RRAM-based BNNs reduce accuracy and overfit to training error rates.
method Proposes straight-through gradient approximation and a novel regularizer.
result Improves BNNs' robustness to bit errors without overfitting.
RieCUR improves Robust PCA by combining Riemannian optimization and CUR decompositions.
problem Robust Principal Component Analysis (PCA) to recover low-rank and sparse matrices from their sum.
method Riemannian CUR (RieCUR) algorithm that combines Riemannian optimization and robust CUR decompositions.
result RieCUR achieves state-of-the-art performance in Robust PCA with improved robustness to outliers and comparable computational complexity.
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in theoretical computer science has shown that, in appropriate distributional models, it…