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Adversarially robust optimization (ARO) has emerged as the *de facto* standard for training models that hedge against adversarial attacks in the test stage. While these models are robust against adversarial attacks, they tend to suffer…

Optimization and Control · Mathematics 2025-06-12 Aras Selvi , Eleonora Kreacic , Mohsen Ghassemi , Vamsi Potluru , Tucker Balch , Manuela Veloso

We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…

Optimization and Control · Mathematics 2023-05-29 Hyungki Im , Paul Grigas

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making…

Optimization and Control · Mathematics 2022-04-04 Yuxiao Chen , Jip Kim , James Anderson

Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network…

Machine Learning · Computer Science 2022-12-20 Yang Jiao , Kai Yang , Dongjin Song

Large language models (LLMs) deliver impressive results but face challenges from increasing model sizes and computational costs. Structured pruning reduces model size and speeds up inference but often causes uneven degradation across…

Computation and Language · Computer Science 2025-05-28 Hexuan Deng , Wenxiang Jiao , Xuebo Liu , Jing Li , Min Zhang , Zhaopeng Tu

We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato

Standard Set Representation Learning methods typically excel on curated data but often overlook the challenge of inference-time element corruption. This refers to scenarios where deployed models encounter element-level degradations, such as…

Machine Learning · Computer Science 2026-05-29 Yankai Chen , Hanrong Zhang , Bowei He , Philip S. Yu , Xue , Liu

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

Machine Learning · Statistics 2020-12-24 Soumyadip Ghosh , Mark Squillante

We consider a machine learning setup where one training dataset is used to train multiple models across slightly different data distributions. This occurs when customized models are needed for various deployment environments. To reduce…

Machine learning models are often trained on data from one distribution and deployed on others. So it becomes important to design models that are robust to distribution shifts. Most of the existing work focuses on optimizing for either…

Machine Learning · Computer Science 2021-03-31 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

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

Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li , Tiantian Mao

Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we…

Machine Learning · Computer Science 2025-05-22 Mounssif Krouka , Chaouki Ben Issaid , Mehdi Bennis

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

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

Machine Learning · Computer Science 2025-05-05 Shixiong Wang , Haowei Wang , Xinke Li , Jean Honorio

Structuring ambiguity sets in Wasserstein-based distributionally robust optimization (DRO) can improve their statistical properties when the uncertainty consists of multiple independent components. The aim of this paper is to solve…

Optimization and Control · Mathematics 2025-04-10 Lotfi M. Chaouach , Tom Oomen , Dimitris Boskos

Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show…

Optimization and Control · Mathematics 2026-05-08 Jun-ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…

Optimization and Control · Mathematics 2025-09-17 Jonas Ohnemus , Marta Fochesato , Riccardo Zuliani , John Lygeros

The rapid development of machine learning (ML) and artificial intelligence (AI) applications requires the training of large numbers of models. This growing demand highlights the importance of training models without human supervision, while…

Machine Learning · Computer Science 2025-05-26 Alexey Boldyrev , Fedor Ratnikov , Andrey Shevelev

This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…

Optimization and Control · Mathematics 2020-09-22 Qi Wu , Shumin Ma , Cheuk Hang Leung , Wei Liu , Nanbo Peng