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As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

Machine Learning · Computer Science 2022-04-14 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…

Machine Learning · Computer Science 2022-02-16 Yuan Jiang , Yaoxin Wu , Zhiguang Cao , Jie Zhang

Distributionally robust optimization (DRO) can improve the robustness and fairness of learning methods. In this paper, we devise stochastic algorithms for a class of DRO problems including group DRO, subpopulation fairness, and empirical…

Machine Learning · Computer Science 2025-02-03 Tasuku Soma , Khashayar Gatmiry , Sharut Gupta , Stefanie Jegelka

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Machine Learning · Computer Science 2021-04-01 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…

Machine Learning · Computer Science 2019-05-28 Matthew Staib , Stefanie Jegelka

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…

Machine Learning · Computer Science 2022-03-21 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Amin Karbasi

Regularized estimators in the context of group variables have been applied successfully in model and feature selection in order to preserve interpretability. We formulate a Distributionally Robust Optimization (DRO) problem which recovers…

Statistics Theory · Mathematics 2017-05-12 Jose Blanchet , Yang Kang

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Machine Learning · Statistics 2020-07-21 John Duchi , Hongseok Namkoong

A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models…

Machine Learning · Computer Science 2021-06-15 Chunting Zhou , Xuezhe Ma , Paul Michel , Graham Neubig

We consider the problem of training a classification model with group annotated training data. Recent work has established that, if there is distribution shift across different groups, models trained using the standard empirical risk…

Machine Learning · Computer Science 2022-04-21 Vihari Piratla , Praneeth Netrapalli , Sunita Sarawagi

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

Machine Learning · Computer Science 2023-02-14 Hoang Phan , Trung Le , Trung Phung , Tuan Anh Bui , Nhat Ho , Dinh Phung

The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…

Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…

Optimization and Control · Mathematics 2025-05-28 Daniel Kuhn , Soroosh Shafiee , Wolfram Wiesemann

While the traditional formulation of machine learning tasks is in terms of performance on average, in practice we are often interested in how well a trained model performs on rare or difficult data points at test time. To achieve more…

Machine Learning · Computer Science 2025-12-29 Matthew J. Holland , Toma Hamada

Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…

Optimization and Control · Mathematics 2020-07-15 Esther Derman , Shie Mannor

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Ch. Paschalidis

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

Machine Learning · Statistics 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Paschalidis

Modern machine learning models may be susceptible to learning spurious correlations that hold on average but not for the atypical group of samples. To address the problem, previous approaches minimize the empirical worst-group risk. Despite…

Machine Learning · Computer Science 2023-03-13 Soumya Suvra Ghosal , Yixuan Li
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