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stat.ML2020
Distributionally Robust Parametric Maximum Likelihood Estimation
Viet Anh Nguyen, Xuhui Zhang, Jose Blanchet +1
We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maxim…
stat.ML2020
Machine Learning's Dropout Training is Distributionally Robust Optimal
Jose Blanchet, Yang Kang, Jose Luis Montiel Olea +2
This paper shows that dropout training in Generalized Linear Models is the minimax solution of a two-player, zero-sum game where an adversarial nature corrupts a statistician's cov…