Evaluate_robustness

My research visit at the ClinicalML lab is coming to an end, and I have had a great time here! I’m very grateful to David Sontag for hosting me!

Together with Michael Oberst, I have been working on an interesting project: Evaluating Robustness to Dataset Shift via Parametric Robustness Sets. We argue that considering bounded parametric shifts allow for interpreting the worst-case performance of a model, and we propose a second-order approximation of the loss under shift, which has a particularly pretty interpretation, when the shift occurs in an exponential family model. [PDF] [Code]