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In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Computation · Statistics 2011-01-24 Elizabeth D. Schifano , Robert L. Strawderman , Martin T. Wells

Machine learning models, while progressively advanced, rely heavily on the IID assumption, which is often unfulfilled in practice due to inevitable distribution shifts. This renders them susceptible and untrustworthy for deployment in…

Machine Learning · Computer Science 2024-03-05 Han Yu , Jiashuo Liu , Xingxuan Zhang , Jiayun Wu , Peng Cui

Offline reinforcement learning (RL) faces a critical challenge of overestimating the value of out-of-distribution (OOD) actions. Existing methods mitigate this issue by penalizing unseen samples, yet they fail to accurately identify OOD…

Machine Learning · Computer Science 2026-05-12 Qingjun Wang , Hongtu Zhou , Hang Yu , Junqiao Zhao , Yanping Zhao , Chen Ye , Ziqiao Wang , Guang Chen

Robust risk minimisation has several advantages: it has been studied with regards to improving the generalisation properties of models and robustness to adversarial perturbation. We bound the distributionally robust risk for a model class…

Machine Learning · Statistics 2018-09-06 Zac Cranko , Simon Kornblith , Zhan Shi , Richard Nock

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

Reinforcement learning (RL) algorithms can be divided into two classes: model-free algorithms, which are sample-inefficient, and model-based algorithms, which suffer from model bias. Dyna-style algorithms combine these two approaches by…

Machine Learning · Computer Science 2024-10-17 Yansong Li , Zeyu Dong , Ertai Luo , Yu Wu , Shuo Wu , Shuo Han

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for…

Machine Learning · Statistics 2026-03-31 Jeremiah Birrell , Xiaoxi Shen

This paper considers the problem of minimizing the time average of a controlled stochastic process subject to multiple time average constraints on other related processes. The probability distribution of the random events in the system is…

Optimization and Control · Mathematics 2016-12-20 Xiaohan Wei , Hao Yu , Michael J. Neely

Data modification, either via additional training datasets, data augmentation, debiasing, and dataset filtering, has been proposed as an effective solution for generalizing to out-of-domain (OOD) inputs, in both natural language processing…

Computation and Language · Computer Science 2022-03-16 Tejas Gokhale , Swaroop Mishra , Man Luo , Bhavdeep Singh Sachdeva , Chitta Baral

The paper is devoted to the study of regularized versions of multiobjective optimization problems described by directionally Lipschitzian functions. Such regularizations appear in proximal-type algorithms of multiobjective optimization,…

Optimization and Control · Mathematics 2025-11-21 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

In this work, we study out-of-distribution (OOD) generalization in meta-reinforcement learning from an information-theoretic perspective. We begin by establishing OOD generalization bounds for meta-supervised learning under two distinct…

Machine Learning · Computer Science 2026-04-07 Xingtu Liu

Adversarial training, which is to enhance robustness against adversarial attacks, has received much attention because it is easy to generate human-imperceptible perturbations of data to deceive a given deep neural network. In this paper, we…

Machine Learning · Statistics 2023-06-02 Dongyoon Yang , Insung Kong , Yongdai Kim

Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to…

One of the challenges for neural networks in real-life applications is the overconfident errors these models make when the data is not from the original training distribution. Addressing this issue is known as Out-of-Distribution (OOD)…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sina Sharifi , Taha Entesari , Bardia Safaei , Vishal M. Patel , Mahyar Fazlyab

We propose a novel approach for domain generalisation (DG) leveraging risk distributions to characterise domains, thereby achieving domain invariance. In our findings, risk distributions effectively highlight differences between training…

Machine Learning · Computer Science 2023-10-31 Toan Nguyen , Kien Do , Bao Duong , Thin Nguyen

Modern deep learning techniques have illustrated their excellent capabilities in many areas, but relies on large training data. Optimization-based meta-learning train a model on a variety tasks, such that it can solve new learning tasks…

Machine Learning · Computer Science 2023-02-23 Penghao Jiang , Ke Xin , Zifeng Wang , Chunxi Li

Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…

Optimization and Control · Mathematics 2024-12-31 Filip Nikolovski , Irena Stojkovska , Katerina Hadzi-Velkova Saneva , Zoran Hadzi-Velkov

Deep neural networks (DNNs) have become the de facto learning mechanism in different domains. Their tendency to perform unreliably on out-of-distribution (OOD) inputs hinders their adoption in critical domains. Several approaches have been…

Machine Learning · Computer Science 2020-06-26 Vahdat Abdelzad , Krzysztof Czarnecki , Rick Salay

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

Machine Learning · Computer Science 2024-08-23 Jie Wang , Rui Gao , Yao Xie

The Reinforcement Learning field is strong on achievements and weak on reapplication; a computer playing GO at a super-human level is still terrible at Tic-Tac-Toe. This paper asks whether the method of training networks improves their…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Brad Windsor , Brandon O'Shea , Mengxi Wu
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