Related papers: Distributionally Robust Multi-Output Regression Ra…

Recent progress in Large Language Model (LLM) reasoning is increasingly driven by the refinement of post-training loss functions and alignment strategies. However, standard Reinforcement Learning (RL) paradigms like Group Relative Policy…

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…

Despite their outstanding performance in a broad spectrum of real-world tasks, deep artificial neural networks are sensitive to input noises, particularly adversarial perturbations. On the contrary, human and animal brains are much less…

This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for…

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

What is the role of unlabeled data in an inference problem, when the presumed underlying distribution is adversarially perturbed? To provide a concrete answer to this question, this paper unifies two major learning frameworks:…

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Distribution system state estimation (DSSE) is paramount for effective state monitoring and control. However, stochastic outputs of renewables and asynchronous streaming of multi-rate measurements in practical systems largely degrade the…

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

A recommender system generates personalized recommendations for a user by computing the preference score of items, sorting the items according to the score, and filtering top-K items with high scores. While sorting and ranking items are…

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

The robustness of Unmanned Surface Vehicles (USV) is crucial when facing unknown and complex marine environments, especially when heteroscedastic observational noise poses significant challenges to sensor-based navigation tasks. Recently,…

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…