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20122024
most citedExact post-selection inference, with application to the lasso

511 citations · 968 across the 39 of their papers we have counts for

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15 papers · 1 filter

stat.ML2023

Calibrated Data-Dependent Constraints with Exact Satisfaction Guarantees

Songkai Xue, Yuekai Sun, Mikhail Yurochkin

We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enfo…

stat.ML2022★ 5 cited

Domain Adaptation meets Individual Fairness. And they get along

Debarghya Mukherjee, Felix Petersen, Mikhail Yurochkin +1

Many instances of algorithmic bias are caused by distributional shifts. For example, machine learning (ML) models often perform worse on demographic groups that are underrepresente…

stat.ML2022★ 2 cited

Achieving Representative Data via Convex Hull Feasibility Sampling Algorithms

Laura Niss, Yuekai Sun, Ambuj Tewari

Sampling biases in training data are a major source of algorithmic biases in machine learning systems. Although there are many methods that attempt to mitigate such algorithmic bia…

stat.ML2021★ 3 cited

Post-processing for Individual Fairness

Felix Petersen, Debarghya Mukherjee, Yuekai Sun +1

Post-processing in algorithmic fairness is a versatile approach for correcting bias in ML systems that are already used in production. The main appeal of post-processing is that it…

stat.ML2021★ 2 cited

Statistical inference for individual fairness

Subha Maity, Songkai Xue, Mikhail Yurochkin +1

As we rely on machine learning (ML) models to make more consequential decisions, the issue of ML models perpetuating or even exacerbating undesirable historical biases (e.g., gende…

stat.ML2021★ 3 cited

Individually Fair Ranking

Amanda Bower, Hamid Eftekhari, Mikhail Yurochkin +1

We develop an algorithm to train individually fair learning-to-rank (LTR) models. The proposed approach ensures items from minority groups appear alongside similar items from major…

stat.ML2020★ 6 cited

Does enforcing fairness mitigate biases caused by subpopulation shift?

Subha Maity, Debarghya Mukherjee, Mikhail Yurochkin +1

Many instances of algorithmic bias are caused by subpopulation shifts. For example, ML models often perform worse on demographic groups that are underrepresented in the training da…

stat.ML2020★ 26 cited

Two Simple Ways to Learn Individual Fairness Metrics from Data

Debarghya Mukherjee, Mikhail Yurochkin, Moulinath Banerjee +1

Individual fairness is an intuitive definition of algorithmic fairness that addresses some of the drawbacks of group fairness. Despite its benefits, it depends on a task specific f…

stat.ML2020★ 10 cited

Auditing ML Models for Individual Bias and Unfairness

Songkai Xue, Mikhail Yurochkin, Yuekai Sun

We consider the task of auditing ML models for individual bias/unfairness. We formalize the task in an optimization problem and develop a suite of inferential tools for the optimal…

stat.ML2019★ 51 cited

Training individually fair ML models with Sensitive Subspace Robustness

Mikhail Yurochkin, Amanda Bower, Yuekai Sun

We consider training machine learning models that are fair in the sense that their performance is invariant under certain sensitive perturbations to the inputs. For example, the pe…

stat.ML2019★ 1 cited

Dirichlet Simplex Nest and Geometric Inference

Mikhail Yurochkin, Aritra Guha, Yuekai Sun +1

We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting f…

stat.ML2019

Precision Matrix Estimation with Noisy and Missing Data

Roger Fan, Byoungwook Jang, Yuekai Sun +1

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penali…

stat.ML2017★ 20 cited

On conditional parity as a notion of non-discrimination in machine learning

Ya'acov Ritov, Yuekai Sun, Ruofei Zhao

We identify conditional parity as a general notion of non-discrimination in machine learning. In fact, several recently proposed notions of non-discrimination, including a few coun…

stat.ML2015★ 46 cited

Communication-efficient sparse regression: a one-shot approach

Jason D. Lee, Yuekai Sun, Qiang Liu +1

We devise a one-shot approach to distributed sparse regression in the high-dimensional setting. The key idea is to average "debiased" or "desparsified" lasso estimators. We show th…

stat.ML2012

Proximal Newton-type methods for minimizing composite functions

Jason D. Lee, Yuekai Sun, Michael A. Saunders

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping…