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Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…

Methodology · Statistics 2024-10-15 Linh H. Nghiem , F. K. C. Hui

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

Methodology · Statistics 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

Machine Learning · Computer Science 2023-01-02 Thibaut Théate , Damien Ernst

Large Language Model-based Dense Retrieval (LLM-DR) optimizes over numerous heterogeneous fine-tuning collections from different domains. However, the discussion about its training data distribution is still minimal. Previous studies rely…

Information Retrieval · Computer Science 2025-05-14 Guangyuan Ma , Yongliang Ma , Xing Wu , Zhenpeng Su , Ming Zhou , Songlin Hu

In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a general class of ambiguity sets with discrete or continuous…

Optimization and Control · Mathematics 2020-11-18 Harsha Gangammanavar , Manish Bansal

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…

Machine Learning · Computer Science 2023-08-17 Qi Qi , Jiameng Lyu , Kung sik Chan , Er Wei Bai , Tianbao Yang

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

Domain Randomization (DR) is commonly used for sim2real transfer of reinforcement learning (RL) policies in robotics. Most DR approaches require a simulator with a fixed set of tunable parameters from the start of the training, from which…

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

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…

Machine Learning · Computer Science 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

Statistics Theory · Mathematics 2017-08-10 Gilles Blanchard , Nicole Mücke

We study a family of loss functions named label-distributionally robust (LDR) losses for multi-class classification that are formulated from distributionally robust optimization (DRO) perspective, where the uncertainty in the given label…

Machine Learning · Computer Science 2023-06-29 Dixian Zhu , Yiming Ying , Tianbao Yang

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Methodology · Statistics 2018-02-14 Takayuki Kawashima , Hironori Fujisawa

In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable…

Machine Learning · Statistics 2026-03-18 Hiroyuki Hanada , Satoshi Akahane , Noriaki Hashimoto , Shion Takeno , Ichiro Takeuchi

Regression neural networks (NNs) are most commonly trained by minimizing the mean squared prediction error, which is highly sensitive to outliers and data contamination. Existing robust training methods for regression NNs are often limited…

Machine Learning · Statistics 2026-02-10 Abhik Ghosh , Suryasis Jana

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making…

Optimization and Control · Mathematics 2022-04-04 Yuxiao Chen , Jip Kim , James Anderson

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with…

Distributionally Robust Supervised Learning (DRSL) is necessary for building reliable machine learning systems. When machine learning is deployed in the real world, its performance can be significantly degraded because test data may follow…

Machine Learning · Statistics 2018-07-24 Weihua Hu , Gang Niu , Issei Sato , Masashi Sugiyama
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