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We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…

Optimization and Control · Mathematics 2023-04-18 Diego Fonseca , Mauricio Junca

Combinatorial optimization problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral…

Machine Learning · Computer Science 2021-03-09 Nikolaos Karalias , Andreas Loukas

We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…

Methodology · Statistics 2018-02-15 Jose Blanchet , Lin Chen , Xun Yu Zhou

Generating realistic graph-structured data is challenging due to discrete structures, variable sizes, and class-specific connectivity patterns that resist conventional generative modelling. While recent graph generation methods employ…

Machine Learning · Computer Science 2026-02-02 Seyedeh Ava Razi Razavi , James Sargant , Sheridan Houghten , Renata Dividino

Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…

Machine Learning · Computer Science 2025-10-15 Fred Xu , Thomas Markovich

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…

Optimization and Control · Mathematics 2022-08-23 Ashish Cherukuri , Alireza Zolanvari , Goran Banjac , Ashish R. Hota

Uncertainty Sampling is an Active Learning strategy that aims to improve the data efficiency of machine learning models by iteratively acquiring labels of data points with the highest uncertainty. While it has proven effective for…

Machine Learning · Computer Science 2025-02-28 Dominik Fuchsgruber , Tom Wollschläger , Bertrand Charpentier , Antonio Oroz , Stephan Günnemann

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

Machine Learning · Statistics 2022-05-31 Tim Tsz-Kit Lau , Han Liu

Wasserstein distributionally robust optimization (DRO) has gained prominence in operations research and machine learning as a powerful method for achieving solutions with favorable out-of-sample performance. Two compelling explanations for…

Machine Learning · Computer Science 2024-12-23 Qinyu Wu , Jonathan Yu-Meng Li , Tiantian Mao

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

Graphs are fundamental data structures which concisely capture the relational structure in many important real-world domains, such as knowledge graphs, physical and social interactions, language, and chemistry. Here we introduce a powerful…

Machine Learning · Computer Science 2018-03-12 Yujia Li , Oriol Vinyals , Chris Dyer , Razvan Pascanu , Peter Battaglia

Using i.i.d. data to estimate a high-dimensional distribution in Wasserstein distance is a fundamental instance of the curse of dimensionality. We explore how structural knowledge about the data-generating process which gives rise to the…

Statistics Theory · Mathematics 2026-05-22 Daniel Bartl , Stephan Eckstein

Graph structure learning aims to learn connectivity in a graph from data. It is particularly important for many computer vision related tasks since no explicit graph structure is available for images for most cases. A natural way to…

Computer Vision and Pattern Recognition · Computer Science 2022-12-26 Yaohua Wang , FangYi Zhang , Ming Lin , Senzhang Wang , Xiuyu Sun , Rong Jin

Most graph kernels are an instance of the class of $\mathcal{R}$-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of…

Machine Learning · Computer Science 2019-10-31 Matteo Togninalli , Elisabetta Ghisu , Felipe Llinares-López , Bastian Rieck , Karsten Borgwardt

Graph learning is often a necessary step in processing or representing structured data, when the underlying graph is not given explicitly. Graph learning is generally performed centrally with a full knowledge of the graph signals, namely…

Signal Processing · Electrical Eng. & Systems 2021-12-14 Isabela Cunha Maia Nobre , Mireille El Gheche , Pascal Frossard

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Astghik Hakobyan , Insoon Yang

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…

Machine Learning · Computer Science 2024-06-26 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee

Graph signal processing (GSP) is a key tool for satisfying the growing demand for information processing over networks. However, the success of GSP in downstream learning and inference tasks is heavily dependent on the prior identification…

Signal Processing · Electrical Eng. & Systems 2021-03-29 Seyed Saman Saboksayr , Gonzalo Mateos , Mujdat Cetin

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