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Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for…

Machine Learning · Statistics 2026-03-31 Jeremiah Birrell , Xiaoxi Shen

Domain generalization (DG) aims to learn predictive models that can generalize to unseen domains. Most existing DG approaches focus on learning domain-invariant representations under the assumption of conditional distribution shift (i.e.,…

Machine Learning · Computer Science 2026-02-03 Jewon Yeom , Kyubyung Chae , Hyunggyu Lim , Yoonna Oh , Dongyoon Yang , Taesup Kim

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…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Ch. Paschalidis

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…

Machine Learning · Statistics 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Paschalidis

We consider learning from labeled data collected across multiple environments, where the data distribution may vary across these environments. This problem is commonly approached from a causal perspective, seeking invariant representations…

Machine Learning · Statistics 2026-04-30 Yuli Slavutsky , David M. Blei

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

We consider the problem of using multiple agents to harvest data from a collection of sensor nodes (targets) scattered across a two-dimensional environment. These targets transmit their data to the agents that move in the space above them,…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Shili Wu , Yancheng Zhu , Aniruddha Datta , Sean B. Andersson

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems. The…

Machine Learning · Statistics 2020-06-12 Ruidi Chen , Ioannis Ch. Paschalidis

Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…

Machine Learning · Computer Science 2022-02-16 Yuan Jiang , Yaoxin Wu , Zhiguang Cao , Jie Zhang

Diffusion models are a class of flexible generative models trained with an approximation to the log-likelihood objective. However, most use cases of diffusion models are not concerned with likelihoods, but instead with downstream objectives…

Machine Learning · Computer Science 2024-01-08 Kevin Black , Michael Janner , Yilun Du , Ilya Kostrikov , Sergey Levine

Computer simulation provides an automatic and safe way for training robotic control policies to achieve complex tasks such as locomotion. However, a policy trained in simulation usually does not transfer directly to the real hardware due to…

Machine Learning · Computer Science 2018-12-05 Wenhao Yu , C. Karen Liu , Greg Turk

Exploration and adaptation to new tasks in a transfer learning setup is a central challenge in reinforcement learning. In this work, we build on the idea of modeling a distribution over policies in a Bayesian deep reinforcement learning…

Machine Learning · Computer Science 2019-06-11 Disha Shrivastava , Eeshan Gunesh Dhekane , Riashat Islam

In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncertainty. However, limited research has explored the…

Machine Learning · Computer Science 2025-10-01 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi
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