arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
arXiv Machine Learning
Oct 7

Assumption-lean logistic regression with missing covariates

arXiv:2610.07292v1 Announce Type: cross Abstract: Missing covariates are frequently encountered in supervised learning problems, and classical methods for estimation using such data use carefully cho...

By Jyotishka Ray Choudhury, Kabir Aladin Verchand, Richard J. Samworth, Ashwin Pananjady
arXiv Machine Learning
3d ago

Pro-Active Inference

The paper introduces Pro-Active Inference (PAI), a method for efficiently estimating a population mean when only a subset of outcomes can be observed. PAI proactively selects which observation to label next from a covariate pool, updating machine‑learning predictions online, and provides finite‑sample unbiasedness, asymptotic validity, and an improved variance estimator. Experiments on eight datasets show that PAI outperforms Sequential Active Inference in most settings, while diagnostics reveal when additional adaptivity is beneficial or detrimental.

By Skyler Wu, Yash Nair, Antoine Maechler, Emmanuel J. Cand\`es