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Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

Machine Learning · Computer Science 2010-03-04 Joshua V Dillon , Guy Lebanon

We consider data in the form of pairwise comparisons of n items, with the goal of precisely identifying the top k items for some value of k < n, or alternatively, recovering a ranking of all the items. We analyze the Copeland counting…

Machine Learning · Computer Science 2016-04-28 Nihar B. Shah , Martin J. Wainwright

Stability is a central property in learning and statistics promising the output of an algorithm $A$ does not change substantially when applied to similar datasets $S$ and $S'$. It is an elementary fact that any sufficiently stable algorithm…

Machine Learning · Computer Science 2025-02-13 Max Hopkins , Shay Moran

We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…

Data Structures and Algorithms · Computer Science 2021-06-08 Ainesh Bakshi , Ilias Diakonikolas , He Jia , Daniel M. Kane , Pravesh K. Kothari , Santosh S. Vempala

We generalized a modified exponentialized estimator by pushing the robust-optimal (RO) index $\lambda$ to $-\infty$ for achieving robustness to outliers by optimizing a quasi-Minimin function. The robustness is realized and controlled…

Machine Learning · Computer Science 2023-10-19 Zhiguang Wang , Tim Oates , James Lo

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

We study adaptive two-sided assortment optimization for revenue maximization in choice-based matching platforms. The platform has two sides of agents, an initiating side, and a responding side. The decision-maker sequentially selects agents…

Computer Science and Game Theory · Computer Science 2025-08-13 Mohammadreza Ahmadnejadsaein , Omar El Housni

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…

Optimization and Control · Mathematics 2023-07-21 Jianzhe Zhen , Daniel Kuhn , Wolfram Wiesemann

Robust machine learning formulations have emerged to address the prevalent vulnerability of deep neural networks to adversarial examples. Our work draws the connection between optimal robust learning and the privacy-utility tradeoff…

Machine Learning · Computer Science 2021-05-20 Ye Wang , Shuchin Aeron , Adnan Siraj Rakin , Toshiaki Koike-Akino , Pierre Moulin

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…

Statistics Theory · Mathematics 2007-06-13 Daniel Commenges , Helene Jacqmin-Gadda , Cecile Proust , Jeremie Guedj

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…

Computer Science and Game Theory · Computer Science 2016-02-02 Romain Brenguier

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

We propose two solution concepts for matchings under preferences: robustness and near stability. The former strengthens while the latter relaxes the classic definition of stability by Gale and Shapley (1962). Informally speaking, robustness…

Computer Science and Game Theory · Computer Science 2019-06-06 Jiehua Chen , Piotr Skowron , Manuel Sorge

In many matching markets--such as athlete recruitment or academic admissions--participants on one side are evaluated by attribute vectors known to the other side, which in turn applies individual \emph{salience vectors} to assign relative…

Computer Science and Game Theory · Computer Science 2026-02-05 Amit Ronen , S. S. Ravi , Sarit Kraus

We study stable matchings that are robust to preference changes in the two-sided stable matching setting of Gale and Shapley [GS62]. Given two instances $A$ and $B$ on the same set of agents, a matching is said to be robust if it is stable…

Computer Science and Game Theory · Computer Science 2026-01-14 Rohith Reddy Gangam , Tung Mai , Nitya Raju , Vijay V. Vazirani

Algorithmic recourse provides individuals who receive undesirable outcomes from machine learning systems with minimum-cost improvements to achieve a desirable outcome. However, machine learning models often get updated, so the recourse may…

Machine Learning · Computer Science 2026-04-28 Kshitij Kayastha , Vasilis Gkatzelis , Shahin Jabbari

The min-cost matching problem suffers from being very sensitive to small changes of the input. Even in a simple setting, e.g., when the costs come from the metric on the line, adding two nodes to the input might change the optimal solution…

Discrete Mathematics · Computer Science 2019-04-30 Jannik Matuschke , Ulrike Schmidt-Kraepelin , José Verschae

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai