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.
This work provides theoretical and empirical evidence that invariance-inducing regularizers can increase predictive accuracy for worst-case spatial transformations (spatial robustness). Evaluated on these adversarially transformed examples, we demonstrate that adding regularization on top of standard or adversarial tra…
Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups). Distributionally robust optimization (DRO) allows us to learn models that instead minimize…
We study the performance of data-driven, a priori and random approaches to label space partitioning for multi-label classification with a Gaussian Naive Bayes classifier. Experiments were performed on 12 benchmark data sets and evaluated on 5 established measures of classification quality: micro and macro averaged F1 s…
Owing to the susceptibility of deep learning systems to adversarial attacks, there has been a great deal of work in developing (both empirically and certifiably) robust classifiers. While most work has defended against a single type of attack, recent work has looked at defending against multiple perturbation models usi…
Recently, deep learning has been applied to many security-sensitive applications, such as facial authentication. The existence of adversarial examples hinders such applications. The state-of-the-art result on defense shows that adversarial training can be applied to train a robust model on MNIST against adversarial exa…
Study one-shot strategic classification under unknown costs, improving worst-case accuracy.
problem Learning robust decision rules in strategic settings with unknown user costs.
method Formal study of one-shot strategic classification, framing as a minimax problem, designing efficient algorithms for full-batch and stochastic settings.
result Proves efficient algorithms converge to minimax solution, revealing dual norm regularization's value.
In distributed machine learning, data is dispatched to multiple machines for processing. Motivated by the fact that similar data points often belong to the same or similar classes, and more generally, classification rules of high accuracy tend to be "locally simple but globally complex" (Vapnik & Bottou 1993), we propo…
Neural networks are part of many contemporary NLP systems, yet their empirical successes come at the price of vulnerability to adversarial attacks. Previous work has used adversarial training and data augmentation to partially mitigate such brittleness, but these are unlikely to find worst-case adversaries due to the c…
Submodular extensions of an energy function can be used to efficiently compute approximate marginals via variational inference. The accuracy of the marginals depends crucially on the quality of the submodular extension. To identify the best possible extension, we show an equivalence between the submodular extensions of…
Worst-case risk measures refer to the calculation of the largest value for risk measures when only partial information of the underlying distribution is available. For the popular risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), it is now known that their worst-case counterparts can be ev…
We analyze the computational complexity of Quantum Sparse Support Vector Machine, a linear classifier that minimizes the hinge loss and the L1 norm of the feature weights vector and relies on a quantum linear programming solver instead of a classical solver. Sparse SVM leads to sparse models that use only a small fr…
Spoken language identification (LID) technologies have improved in recent years from discriminating largely distinct languages to discriminating highly similar languages or even dialects of the same language. One aspect that has been mostly neglected, however, is discrimination of languages for multilingual speakers, d…
We study the problem of learning fair prediction models for unseen test sets distributed differently from the train set. Stability against changes in data distribution is an important mandate for responsible deployment of models. The domain adaptation literature addresses this concern, albeit with the notion of stabili…
In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead of using two deterministic bounds, the uncertain volatility fluctuates between …
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We propose a general framework for such methods, for which we prove almost sure conve…
Crowdsourced data used in machine learning services might carry sensitive information about attributes that users do not want to share. Various methods have been proposed to minimize the potential information leakage of sensitive attributes while maximizing the task accuracy. However, little is known about the theory b…
The paper introduces a method to improve adversarial robustness in neural networks using randomized perturbations.
problem Deep neural networks are sensitive to small perturbations on correctly classified examples, leading to erroneous predictions.
method The approach uses randomized perturbations to optimize the worst case loss function over all possible substitutions of training examples, ensuring that substitution likelihood is weighted by the proximity to the original word.
result The method achieves performance gains and differentially-private model training, improving robustness against adversarial attacks.