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In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

Machine learning systems based on minimizing average error have been shown to perform inconsistently across notable subsets of the data, which is not exposed by a low average error for the entire dataset. In consequential social and…

Machine Learning · Computer Science 2021-06-18 Agnieszka Słowik , Léon Bottou

Neural networks are vulnerable to small adversarial perturbations. Existing literature largely focused on understanding and mitigating the vulnerability of learned models. In this paper, we demonstrate an intriguing phenomenon about the…

Machine Learning · Computer Science 2019-02-25 Gavin Weiguang Ding , Kry Yik Chau Lui , Xiaomeng Jin , Luyu Wang , Ruitong Huang

Deep Neural Networks (DNN) have been shown to be vulnerable to adversarial examples. Adversarial training (AT) is a popular and effective strategy to defend against adversarial attacks. Recent works (Benz et al., 2020; Xu et al., 2021; Tian…

Machine Learning · Computer Science 2023-02-09 Boqi Li , Weiwei Liu

We present a new algorithm to learn a deep neural network model robust against adversarial attacks. Previous algorithms demonstrate an adversarially trained Bayesian Neural Network (BNN) provides improved robustness. We recognize the…

Machine Learning · Computer Science 2023-12-04 Bao Gia Doan , Ehsan Abbasnejad , Javen Qinfeng Shi , Damith C. Ranasinghe

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

Learning robust models under distribution shifts between training and test datasets is a fundamental challenge in machine learning. While learning invariant features across environments is a popular approach, it often assumes that these…

Machine Learning · Computer Science 2025-09-15 Taero Kim , Subeen Park , Sungjun Lim , Yonghan Jung , Krikamol Muandet , Kyungwoo Song

This paper proposes a novel approach to construct data-driven online solutions to optimization problems (P) subject to a class of distributionally uncertain dynamical systems. The introduced framework allows for the simultaneous learning of…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Dan Li , Dariush Fooladivanda , Sonia Martinez

Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…

Robotics · Computer Science 2020-11-09 Pingcheng Jian , Chao Yang , Di Guo , Huaping Liu , Fuchun Sun

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…

Machine Learning · Statistics 2021-08-03 Benjie Wang , Stefan Webb , Tom Rainforth

We study the problem of learning under arbitrary distribution shift, where the learner is trained on a labeled set from one distribution but evaluated on a different, potentially adversarially generated test distribution. We focus on two…

Data Structures and Algorithms · Computer Science 2024-06-06 Surbhi Goel , Abhishek Shetty , Konstantinos Stavropoulos , Arsen Vasilyan

Adversarial robustness is essential for security and reliability of machine learning systems. However, adversarial robustness enhanced by defense algorithms is easily erased as the neural network's weights update to learn new tasks. To…

Machine Learning · Computer Science 2024-08-14 Xiaolei Ru , Xiaowei Cao , Zijia Liu , Jack Murdoch Moore , Xin-Ya Zhang , Xia Zhu , Wenjia Wei , Gang Yan

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

While training fair machine learning models has been studied extensively in recent years, most developed methods rely on the assumption that the training and test data have similar distributions. In the presence of distribution shifts, fair…

Machine Learning · Computer Science 2023-09-22 Sina Baharlouei , Meisam Razaviyayn

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi

Federated learning (FL) aims to train machine learning (ML) models collaboratively using decentralized data, bypassing the need for centralized data aggregation. Standard FL models often assume that all data come from the same unknown…

Machine Learning · Computer Science 2025-03-25 Wen Bai , Yi Wong , Xiao Qiao , Chin Pang Ho

Robustness to modeling errors and uncertainties remains a central challenge in reinforcement learning (RL). In this work, we address this challenge by leveraging diffusion models to train robust RL policies. Diffusion models have recently…

Machine Learning · Computer Science 2025-12-03 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…

Methodology · Statistics 2024-12-19 Yu Gui , Rina Foygel Barber , Cong Ma

Adversarial examples have been shown to be the severe threat to deep neural networks (DNNs). One of the most effective adversarial defense methods is adversarial training (AT) through minimizing the adversarial risk $R_{adv}$, which…

Machine Learning · Computer Science 2020-06-17 Yiming Li , Baoyuan Wu , Yan Feng , Yanbo Fan , Yong Jiang , Zhifeng Li , Shutao Xia
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