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Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a…
Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…
This study addresses the challenge of noise in training datasets for Direct Preference Optimization (DPO), a method for aligning Large Language Models (LLMs) with human preferences. We categorize noise into pointwise noise, which includes…
Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…
Diffusion Probabilistic Models (DPMs) have achieved significant success in generative tasks. However, their training and sampling processes suffer from the issue of distribution mismatch. During the denoising process, the input data…
Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…
The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…
Increasingly large imitation learning datasets are being collected with the goal of training foundation models for robotics. However, despite the fact that data selection has been of utmost importance in vision and natural language…
In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…
The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…
Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…
Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and losses is ambiguous. In this paper, we take a step further to…
Fairness is essential for machine learning systems deployed in high-stake applications. Among all fairness notions, individual fairness, deriving from a consensus that `similar individuals should be treated similarly,' is a vital notion to…
Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not…
Distributed optimization algorithms are widely used in machine learning. This paper investigates how a small amount of data sharing can improve their performance. Focusing on general linear models, we analyze the effects of data sharing on…
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…
When training and evaluating machine learning models on a large number of tasks, it is important to not only look at average task accuracy -- which may be biased by easy or redundant tasks -- but also worst-case accuracy (i.e. the…
Robust generalization aims to tackle the most challenging data distributions which are rare in the training set and contain severe noises, i.e., photon-limited corruptions. Common solutions such as distributionally robust optimization (DRO)…
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…