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Advances in adversarial defenses have led to a significant improvement in the robustness of Deep Neural Networks. However, the robust accuracy of present state-ofthe-art defenses is far from the requirements in critical applications such as…

Machine Learning · Computer Science 2023-06-13 Sravanti Addepalli , Samyak Jain , Gaurang Sriramanan , R. Venkatesh Babu

Any classifier can be "smoothed out" under Gaussian noise to build a new classifier that is provably robust to $\ell_2$-adversarial perturbations, viz., by averaging its predictions over the noise via randomized smoothing. Under the…

Machine Learning · Computer Science 2022-12-21 Jongheon Jeong , Seojin Kim , Jinwoo Shin

We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…

Statistics Theory · Mathematics 2020-10-22 Jose Blanchet , Yang Kang , Karthyek Murthy

Design of adversarial attacks for deep neural networks, as well as methods of adversarial training against them, are subject of intense research. In this paper, we propose methods to train against distributional attack threats, extending…

Machine Learning · Computer Science 2025-02-14 Xingjian Bai , Guangyi He , Yifan Jiang , Jan Obloj

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…

Optimization and Control · Mathematics 2024-03-04 Weimi Zhou , Yong-Jin Liu

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

Optimization and Control · Mathematics 2026-02-05 Chung-Han Hsieh

It is well-known that deep neural networks (DNNs) are susceptible to adversarial attacks, exposing a severe fragility of deep learning systems. As the result, adversarial training (AT) method, by incorporating adversarial examples during…

Machine Learning · Computer Science 2022-03-01 Tuan Anh Bui , Trung Le , Quan Tran , He Zhao , Dinh Phung

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

In this paper we study how the choice of loss functions of non-convex optimization problems affects their robustness and optimization landscape, through the study of noisy matrix sensing. In traditional regression tasks, mean squared error…

Machine Learning · Computer Science 2026-01-06 Xinyuan Song , Ziye Ma

Adversarially robust learning aims to design algorithms that are robust to small adversarial perturbations on input variables. Beyond the existing studies on the predictive performance to adversarial samples, our goal is to understand…

Machine Learning · Statistics 2020-12-21 Yue Xing , Ruizhi Zhang , Guang Cheng

Large language models adapt to new tasks through in-context learning (ICL) without parameter updates. Current theoretical explanations for this capability assume test tasks are drawn from a distribution similar to that seen during…

Machine Learning · Computer Science 2026-02-23 Di Zhang

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

This paper builds on classical distributionally robust optimization techniques to construct a comprehensive framework that can be used for solving inverse problems. Given an estimated distribution of inputs in $X$ and outputs in $Y$, an…

Metric learning aims to learn a distance metric such that semantically similar instances are pulled together while dissimilar instances are pushed away. Many existing methods consider maximizing or at least constraining a distance margin in…

Machine Learning · Statistics 2022-08-17 Xiaochen Yang , Yiwen Guo , Mingzhi Dong , Jing-Hao Xue

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…

Optimization and Control · Mathematics 2023-03-08 Diego Fonseca , Mauricio Junca

This paper addresses a novel \emph{cost-sensitive} distributionally robust log-optimal portfolio problem, where the investor faces \emph{ambiguous} return distributions, and a general convex transaction cost model is incorporated. The…

Optimization and Control · Mathematics 2024-11-01 Chung-Han Hsieh , Xiao-Rou Yu

We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Statistics Theory · Mathematics 2019-07-08 Anatoli Juditsky , Alexander Nazin , Arkadi Nemirovsky , Alexandre Tsybakov

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