Related papers: Incorporating Unlabeled Data into Distributionally…
Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…
What is the role of unlabeled data in an inference problem, when the presumed underlying distribution is adversarially perturbed? To provide a concrete answer to this question, this paper unifies two major learning frameworks:…
Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…
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…
We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…
The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…
Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
Despite their empirical success, most existing listwiselearning-to-rank (LTR) models are not built to be robust to errors in labeling or annotation, distributional data shift, or adversarial data perturbations. To fill this gap, we…
A central challenge in reinforcement learning is that policies trained in controlled environments often fail under distribution shifts at deployment into real-world environments. Distributionally Robust Reinforcement Learning (DRRL)…
We study the problem of Distributionally Robust Constrained RL (DRC-RL), where the goal is to maximize the expected reward subject to environmental distribution shifts and constraints. This setting captures situations where training and…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…
We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
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…
Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…