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

In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…

Deep neural networks provide effective solutions to small-footprint keyword spotting (KWS). However, if training data is limited, it remains challenging to achieve robust and highly accurate KWS in real-world scenarios where unseen sounds…

The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…

While solutions of Distributionally Robust Optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the Sample Average Approximation (SAA), there is no guarantee. In this paper, we introduce a class of…

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…

This paper studies the stochastic nonconvex-strongly-concave minimax optimization over a multi-agent network. We propose an efficient algorithm, called Decentralized Recursive gradient descEnt Ascent Method (DREAM), which achieves the…

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…

We propose the particle dual averaging (PDA) method, which generalizes the dual averaging method in convex optimization to the optimization over probability distributions with quantitative runtime guarantee. The algorithm consists of an…

To accomplish various tasks, safe and smooth control of unmanned aerial vehicles (UAVs) needs to be guaranteed, which cannot be met by existing ultra-reliable low latency communications (URLLC). This has attracted the attention of the…

This paper investigates the convex optimization problem with general convex inequality constraints. To cope with this problem, a discrete-time algorithm, called augmented primal-dual gradient algorithm (Aug-PDG), is studied and analyzed. It…

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in…

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

Autonomous Mobility-on-Demand (AMoD) services offer an opportunity for improving passenger service while reducing pollution and energy consumption through effective vehicle coordination. A primary challenge in the autonomous fleets…

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Calibrating deep learning models to yield uncertainty-aware predictions is crucial as deep neural networks get increasingly deployed in safety-critical applications. While existing post-hoc calibration methods achieve impressive results on…

We study private stochastic convex optimization (SCO) under user-level differential privacy (DP) constraints. In this setting, there are $n$ users (e.g., cell phones), each possessing $m$ data items (e.g., text messages), and we need to…

We investigate a data-driven quasiconcave maximization problem where information about the objective function is limited to a finite sample of data points. We begin by defining an ambiguity set for admissible objective functions based on…

Federated learning has attracted increasing attention due to the promise of balancing privacy and large-scale learning; numerous approaches have been proposed. However, most existing approaches focus on problems with balanced data, and…