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stat.ML2021★ 3 cited
On the Robustness to Misspecification of -Posteriors and Their Variational Approximations
Marco Avella Medina, José Luis Montiel Olea, Cynthia Rush +1
-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show t…
stat.ML2020★ 9 cited
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…