Related papers: When AUC meets DRO: Optimizing Partial AUC for Dee…

We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…

We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert…

This paper presents a novel optimization framework of formulating the three-phase optimal power flow that involves uncertainty. The proposed uncertainty-aware optimization (UaO) framework is: 1) a deterministic framework that is less…

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Deep AUC (area under the ROC curve) Maximization (DAM) has attracted much attention recently due to its great potential for imbalanced data classification. However, the research on Federated Deep AUC Maximization (FDAM) is still limited.…

Managing insurance and financial risk when data is limited is a key task in the insurance industry. In this paper, we focus on cases where the risk distribution is modeled as a mixture with some components estimable to high precision or…

While deep AUC maximization (DAM) has shown remarkable success on imbalanced medical tasks, e.g., chest X-rays classification and skin lesions classification, it could suffer from severe overfitting when applied to small datasets due to its…

Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…

We propose a divide-and-conquer (DAC) algorithm for constrained convex optimization over networks, where the global objective is the sum of local objectives attached to individual agents. The algorithm is fully distributed: each iteration…

Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…

This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…

To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…

Wireless powered mobile-edge computing (MEC) has recently emerged as a promising paradigm to enhance the data processing capability of low-power networks, such as wireless sensor networks and internet of things (IoT). In this paper, we…

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

We study stochastic decentralized optimization for the problem of training machine learning models with large-scale distributed data. We extend the widely used EXTRA and DIGing methods with variance reduction (VR), and propose two methods:…

Multi-party collaborative training, such as distributed learning and federated learning, is used to address the big data challenges. However, traditional multi-party collaborative training algorithms were mainly designed for balanced data…

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

We present two novel hyperparameter optimization strategies for optimization of deep learning models with a modular architecture constructed of multiple subnetworks. As complex networks with multiple subnetworks become more frequently…