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We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

Multivariate time series imputation is often compromised by mismatch between the observed and true data distributions, a bias induced by the combined effects of time-series non-stationarity and systematic missingness. Standard methods that…

Machine Learning · Statistics 2026-05-07 Che-Yi Liao , Zheng Dong , Gian-Gabriel Garcia , Kamran Paynabar

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2026-02-10 Jiaqi Wen , Jianyi Yang

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…

Optimization and Control · Mathematics 2025-07-14 Lei Wang , Xin Liu , Xiaojun Chen

Robustness is of central importance in machine learning and has given rise to the fields of domain generalization and invariant learning, which are concerned with improving performance on a test distribution distinct from but related to the…

Machine Learning · Computer Science 2020-12-03 Robert Adragna , Elliot Creager , David Madras , Richard Zemel

Distribution shifts and minority subpopulations frequently undermine the reliability of deep neural networks trained using Empirical Risk Minimization (ERM). Distributionally Robust Optimization (DRO) addresses this by optimizing for the…

Machine Learning · Computer Science 2025-11-11 Aheer Sravon , Devdyuti Mazumder , Md. Ibrahim

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…

Optimization and Control · Mathematics 2025-10-07 Oscar Leong , Eliza O'Reilly , Yong Sheng Soh

Wasserstein distance-based distributionally robust optimization (DRO) has received much attention lately due to its ability to provide a robustness interpretation of various learning models. Moreover, many of the DRO problems that arise in…

Optimization and Control · Mathematics 2019-10-29 Jiajin Li , Sen Huang , Anthony Man-Cho So

Generative Adversarial Networks are a popular method for learning distributions from data by modeling the target distribution as a function of a known distribution. The function, often referred to as the generator, is optimized to minimize…

Machine Learning · Computer Science 2021-11-03 Daria Reshetova , Yikun Bai , Xiugang Wu , Ayfer Ozgur

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

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

Machine Learning · Computer Science 2024-02-27 Chen Xu , Jonghyeok Lee , Xiuyuan Cheng , Yao Xie

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

We use distributionally-robust optimization for machine learning to mitigate the effect of data poisoning attacks. We provide performance guarantees for the trained model on the original data (not including the poison records) by training…

Machine Learning · Computer Science 2020-01-30 Farhad Farokhi

This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…

Optimization and Control · Mathematics 2024-08-12 Zhaoen Li , Maoqi Liu , Zhi-Hai Zhang

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

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2025-10-28 Jiaqi Wen , Jianyi Yang

Reinforcement Learning with Human Feedback (RLHF) has become crucial for aligning Large Language Models (LLMs) with human intent. However, existing offline RLHF approaches suffer from overoptimization, where language models degrade by…

Machine Learning · Computer Science 2026-04-20 Sharan Sahu , Martin T. Wells

Our goal is to train control policies that generalize well to unseen environments. Inspired by the Distributionally Robust Optimization (DRO) framework, we propose DRAGEN - Distributionally Robust policy learning via Adversarial Generation…

Robotics · Computer Science 2022-07-08 Allen Z. Ren , Anirudha Majumdar

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the underlying probability distribution is unknown and observed…

Optimization and Control · Mathematics 2021-08-16 Shengyi He , Henry Lam