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Related papers: Distributionally Robust Data Join

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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…

Optimization and Control · Mathematics 2024-08-12 Zhaoen Li , Maoqi Liu , Zhi-Hai Zhang

Multi-distribution or collaborative learning involves learning a single predictor that works well across multiple data distributions, using samples from each during training. Recent research on multi-distribution learning, focusing on…

Machine Learning · Computer Science 2024-09-27 Kasper Green Larsen , Omar Montasser , Nikita Zhivotovskiy

This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…

Optimization and Control · Mathematics 2023-03-08 Diego Fonseca , Mauricio Junca

Data augmentation by incorporating cheap unlabeled data from multiple domains is a powerful way to improve prediction especially when there is limited labeled data. In this work, we investigate how adversarial robustness can be enhanced by…

Machine Learning · Computer Science 2021-02-23 Zhun Deng , Linjun Zhang , Amirata Ghorbani , James Zou

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie

In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…

Machine Learning · Statistics 2025-06-26 Jiaming Hu , Debarghya Mukherjee , Ioannis Ch. Paschalidis

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

In this work, we develop a novel data-driven Bayesian nonparametric Wasserstein distributionally robust optimization (BNWDRO) framework for decision-making under uncertainty. The proposed framework unifies a Bayesian nonparametric method…

Optimization and Control · Mathematics 2023-11-07 Chao Ning , Xutao Ma

We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

Machine Learning · Computer Science 2021-07-13 Yijie Wang , Viet Anh Nguyen , Grani A. Hanasusanto

Our goal is to train control policies that generalize well to unseen environments. Inspired by the Distributionally Robust Optimization (DRO) framework, we propose DRAGEN - Distributionally Robust policy learning via Adversarial Generation…

Robotics · Computer Science 2022-07-08 Allen Z. Ren , Anirudha Majumdar

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with…

Optimization and Control · Mathematics 2021-07-21 Dimitris Boskos , Jorge Cortés , Sonia Martínez

A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Alex Smola

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

To classify in-distribution samples, deep neural networks explore strongly label-related information and discard weakly label-related information according to the information bottleneck. Out-of-distribution samples drawn from distributions…

Machine Learning · Computer Science 2023-08-29 Zhilin Zhao , Longbing Cao

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

We consider the unsupervised learning problem of assigning labels to unlabeled data. A naive approach is to use clustering methods, but this works well only when data is properly clustered and each cluster corresponds to an underlying…

Machine Learning · Computer Science 2013-05-02 Marthinus Christoffel du Plessis , Masashi Sugiyama