Statistical Learning
Shadowing Properties of Optimization Algorithms
Antonio Orvieto, Aurelien Lucchi
Analyzing the convergence properties of these algorithms can be complex, especially for NAG whose convergence proof relies on algebraic tricks that reveal little detail about the acceleration phenomenon, i.e. the celebrated optimality of NAG in convex smooth optimization. Instead, an alternative approach is to view these methods as numerical integrators of some ordinary differential equations (ODEs).
Failing Loudly: An Empirical Study of Methods for Detecting Dataset Shift
Stephan Rabanser, Stephan Günnemann, Zachary Lipton
This paper explores the problem of building ML systems that failloudly, investigating methods for detecting dataset shift, identifying exemplarsthat most typify the shift, and quantifying shift malignancy. We focus on severaldatasets and various perturbations to both covariates and label distributions withvarying magnitudes and fractions of data affected. Interestingly, we show thatacross the dataset shifts that we explore, a two-sample-testing-based approach,using pre-trained classifiers for dimensionality reduction, performs best.