Related papers: Robust Graph Learning Under Wasserstein Uncertaint…
The problem of estimating the probability distribution of labels has been widely studied as a label distribution learning (LDL) problem, whose applications include age estimation, emotion analysis, and semantic segmentation. We propose a…
Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…
We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…
We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…
The main objective of this study is to propose an optimal transport based semi-supervised approach to learn from scarce labelled image data using deep convolutional networks. The principle lies in implicit graph-based transductive…
Uncertainty principles such as Heisenberg's provide limits on the time-frequency concentration of a signal, and constitute an important theoretical tool for designing and evaluating linear signal transforms. Generalizations of such…
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…
Graphs are a commonly used construct for representing relationships between elements in complex high dimensional datasets. Many real-world phenomenon are dynamic in nature, meaning that any graph used to represent them is inherently…
We present skwdro, a Python library for training robust machine learning models. The library is based on distributionally robust optimization using Wasserstein distances, popular in optimal transport and machine learnings. The goal of the…
A novel variational inference based resampling framework is proposed to evaluate the robustness and generalization capability of deep learning models with respect to distribution shift. We use Auto Encoding Variational Bayes to find a…
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
This paper presents a framework for Wasserstein distributionally robust (DR) regret-optimal (RO) control in the context of partially observable systems. DR-RO control considers the regret in LQR cost between a causal and non-causal…
Contrastive approaches to representation learning have recently shown great promise. In contrast to generative approaches, these contrastive models learn a deterministic encoder with no notion of uncertainty or confidence. In this paper, we…
We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…
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…
Graph neural networks (GNNs) are powerful tools on graph data. However, their predictions are mis-calibrated and lack interpretability, limiting their adoption in critical applications. To address this issue, we propose a new…
Wasserstein \textbf{D}istributionally \textbf{R}obust \textbf{O}ptimization (DRO) is concerned with finding decisions that perform well on data that are drawn from the worst-case probability distribution within a Wasserstein ball centered…
We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…