Related papers: Evaluating Robustness to Dataset Shift via Paramet…
In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…
Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…
Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…
We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…
Out-of-distribution (OOD) generalization is a complicated problem due to the idiosyncrasies of possible distribution shifts between training and test domains. Most benchmarks employ diverse datasets to address this issue; however, the…
This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
There has been significant research done on developing methods for improving robustness to distributional shift and uncertainty estimation. In contrast, only limited work has examined developing standard datasets and benchmarks for…
In performative prediction, predictions guide decision-making and hence can influence the distribution of future data. To date, work on performative prediction has focused on finding performatively stable models, which are the fixed points…
Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In…
We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
A distribution shift can have fundamental consequences such as signaling a change in the operating environment or significantly reducing the accuracy of downstream models. Thus, understanding distribution shifts is critical for examining…
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…
We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified. Earlier works [veeravalli 1994] and [Unnikrishnan 2011]…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…
Non-adversarial robustness, also known as natural robustness, is a property of deep learning models that enables them to maintain performance even when faced with distribution shifts caused by natural variations in data. However, achieving…