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In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules…

Machine Learning · Statistics 2026-04-03 Fenglin Zhang , Jie Wang

We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…

Optimization and Control · Mathematics 2020-03-17 Alexandre Velloso , David Pozo , Alexandre Street

Training machine learning models robust to distribution shifts is critical for real-world applications. Some robust training algorithms (e.g., Group DRO) specialize to group shifts and require group information on all training points. Other…

Machine Learning · Computer Science 2023-10-13 Amrith Setlur , Don Dennis , Benjamin Eysenbach , Aditi Raghunathan , Chelsea Finn , Virginia Smith , Sergey Levine

Reinforcement-learning (RL) agents often struggle when deployed from simulation to the real-world. A dominant strategy for reducing the sim-to-real gap is domain randomization (DR) which trains the policy across many simulators produced by…

Machine Learning · Computer Science 2026-02-05 Arnaud Fickinger , Abderrahim Bendahi , Stuart Russell

Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

Methodology · Statistics 2014-02-26 Minh-Ngoc Tran

By leveraging differentiable dynamics, Reparameterization Policy Gradient (RPG) achieves high sample efficiency. However, current approaches are hindered by two critical limitations: the under-utilization of computationally expensive…

Machine Learning · Computer Science 2026-02-09 Hai Zhong , Xun Wang , Zhuoran Li , Longbo Huang

This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…

Optimization and Control · Mathematics 2020-09-22 Qi Wu , Shumin Ma , Cheuk Hang Leung , Wei Liu , Nanbo Peng

While reinforcement learning methods such as Group Relative Preference Optimization (GRPO) have significantly enhanced Large Language Models, adapting them to diffusion models remains challenging. In particular, GRPO demands a stochastic…

Machine Learning · Computer Science 2025-10-10 Yihong Luo , Tianyang Hu , Jing Tang

Large Language Model-based Dense Retrieval (LLM-DR) optimizes over numerous heterogeneous fine-tuning collections from different domains. However, the discussion about its training data distribution is still minimal. Previous studies rely…

Information Retrieval · Computer Science 2025-05-14 Guangyuan Ma , Yongliang Ma , Xing Wu , Zhenpeng Su , Ming Zhou , Songlin Hu

Large Language Models (LLMs) tend to respond correctly to prompts that align well with the data they were trained and fine-tuned on. Yet, small shifts in wording, format, or language can trigger surprisingly large failures, especially on…

Machine Learning · Computer Science 2026-05-12 Yeping Jin , Jiaming Hu , Ioannis Ch. Paschalidis

Policy-based Reinforcement Learning (RL) has established itself as the dominant paradigm in generative recommendation for optimizing sequential user interactions. However, when applied to offline historical logs, these methods suffer a…

Machine Learning · Computer Science 2026-02-12 Jie Jiang , Yusen Huo , Xiangxin Zhan , Changping Wang , Jun Zhang

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

Machine Learning · Statistics 2015-02-10 Jiashi Feng , Huan Xu , Shie Mannor

Real-world deployments routinely face distribution shifts, group imbalances, and adversarial perturbations, under which the traditional Empirical Risk Minimization (ERM) framework can degrade severely. Distributionally Robust Optimization…

Machine Learning · Computer Science 2026-02-19 Difei Xu , Meng Ding , Zebin Ma , Huanyi Xie , Youming Tao , Aicha Slaitane , Di Wang

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

Machine Learning · Computer Science 2025-05-05 Shixiong Wang , Haowei Wang , Xinke Li , Jean Honorio

We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…

Machine Learning · Computer Science 2026-02-25 Guixian Chen , Salar Fattahi , Soroosh Shafiee

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

Robotics · Computer Science 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

Models trained with empirical risk minimization (ERM) are revealed to easily rely on spurious correlations, resulting in poor generalization. Group distributionally robust optimization (group DRO) can alleviate this problem by minimizing…

Computation and Language · Computer Science 2023-05-23 Ting Wu , Rui Zheng , Tao Gui , Qi Zhang , Xuanjing Huang

We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein…

Machine Learning · Computer Science 2025-06-10 Yeping Jin , Lauren Wise , Ioannis Ch. Paschalidis
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