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Tony Duan

3 accepted papers

2020

NGBoost: Natural Gradient Boosting for Probabilistic Prediction

ICML 2020poster

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models output a full probability distribution over the outcome space, co…

2020

Randomized Smoothing of All Shapes and Sizes

ICML 2020poster

Randomized smoothing is the current state-of-the-art defense with provable robustness against $\ell_2$ adversarial attacks. Many works have devised new randomized smoothing schemes for other metrics, such as $\ell_1$ or $\ell_\infty$; however, substantial effort was needed to derive such new guarant…

2019

Countdown Regression: Sharp and Calibrated Survival Predictions

UAI 2019poster

Probabilistic survival predictions (i.e. personalized survival curves) from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to calibration is popular, has ad…