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Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…
Distributionally Favorable Optimization (DFO) is an important framework for decision-making under uncertainty, with applications across fields such as reinforcement learning, online learning, robust statistics, chance-constrained…
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…
Predictive models for clinical outcomes that are accurate on average in a patient population may underperform drastically for some subpopulations, potentially introducing or reinforcing inequities in care access and quality. Model training…
Models trained via empirical risk minimization (ERM) are known to rely on spurious correlations between labels and task-independent input features, resulting in poor generalization to distributional shifts. Group distributionally robust…
The performance of deep neural networks typically increases with the number of training images. However, not all images have the same importance towards improved performance and robustness. In fetal brain MRI, abnormalities exacerbate the…
Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…
Distributionally robust optimization (DRO) is an effective approach for data-driven decision-making in the presence of uncertainty. Geometric uncertainty due to sampling or localized perturbations of data points is captured by Wasserstein…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
Multivariate time series imputation is often compromised by mismatch between the observed and true data distributions, a bias induced by the combined effects of time-series non-stationarity and systematic missingness. Standard methods that…
We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to accommodate all patient types assigned to that group, aiming…
Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…
Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we…
We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…
A large class of stochastic programs involve optimizing an expectation taken with respect to an underlying distribution that is unknown in practice. One popular approach to addressing the distributional uncertainty, known as the…
Group distributionally robust optimization (GDRO) aims to develop models that perform well across $m$ distributions simultaneously. Existing GDRO algorithms can only process a fixed number of samples per iteration, either 1 or $m$, and…
Few-shot learning requires models to generalize under limited supervision while remaining robust to distribution shifts. Existing Sinkhorn Distributionally Robust Optimization (DRO) methods provide theoretical guarantees but rely on a fixed…
Training machine learning models robust to distribution shifts is critical for real-world applications. Some robust training algorithms (e.g., Group DRO) specialize to group shifts and require group information on all training points. Other…
The composition of pretraining data is a key determinant of foundation models' performance, but there is no standard guideline for allocating a limited computational budget across different data sources. Most current approaches either rely…
Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…