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We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…
Regularization is a central tool for addressing ill-posedness in inverse problems and statistical estimation, with the choice of a suitable penalty often determining the reliability and interpretability of downstream solutions. While recent…
In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…
As the complexity of modern control systems increases, it becomes challenging to derive an accurate model of the uncertainty that affects their dynamics. Wasserstein Distributionally Robust Optimization (DRO) provides a powerful framework…
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…
Robust risk minimisation has several advantages: it has been studied with regards to improving the generalisation properties of models and robustness to adversarial perturbation. We bound the distributionally robust risk for a model class…
Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…
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…
Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…
We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…
Certified robustness in machine learning has primarily focused on adversarial perturbations of the input with a fixed attack budget for each point in the data distribution. In this work, we present provable robustness guarantees on the…
We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…
Given multiple source domains, domain generalization aims at learning a universal model that performs well on any unseen but related target domain. In this work, we focus on the domain generalization scenario where domain shifts occur among…