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Predictive performance of machine learning models trained with empirical risk minimization (ERM) can degrade considerably under distribution shifts. The presence of spurious correlations in training datasets leads ERM-trained models to…

Machine Learning · Computer Science 2023-02-08 Simon Roburin , Charles Corbière , Gilles Puy , Nicolas Thome , Matthieu Aubry , Renaud Marlet , Patrick Pérez

Optimization problems routinely depend on uncertain parameters that must be predicted before a decision is made. Classical robust and regret formulations are designed to handle erroneous predictions and can provide statistical error bounds…

Optimization and Control · Mathematics 2026-03-30 Jannis Kurtz , Bart P. G. van Parys

Few-shot learning requires models to generalize under limited supervision while remaining robust to distribution shifts. Existing Sinkhorn Distributionally Robust Optimization (DRO) methods provide theoretical guarantees but rely on a fixed…

Machine Learning · Statistics 2026-02-17 Haixiang Sun , Andrew L. Liu

Group Relative Policy Optimization (GRPO), a prominent algorithm within the Reinforcement Learning from Verifiable Rewards (RLVR) framework, has achieved strong results in improving the reasoning capabilities of large language models…

Machine Learning · Computer Science 2026-05-21 Xixiang He , Qiyao Sun , Ao Cheng , Xingming Li , Xuanyu Ji , Hailun Lu , Runke Huang , Qingyong Hu

We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss between the training and deployment environments. Many…

Methodology · Statistics 2024-01-29 Jose Blanchet , Jiajin Li , Sirui Lin , Xuhui Zhang

Modern deep learning models often achieve high overall performance, but consistently fail on specific subgroups. Group distributionally robust optimization (group DRO) addresses this problem by minimizing the worst-group loss, but it fails…

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

Machine Learning · Statistics 2018-05-14 Ruidi Chen , Ioannis Ch. Paschalidis

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

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

Machine learning models (e.g., speech recognizers) are usually trained to minimize average loss, which results in representation disparity---minority groups (e.g., non-native speakers) contribute less to the training objective and thus tend…

Machine Learning · Statistics 2018-08-01 Tatsunori B. Hashimoto , Megha Srivastava , Hongseok Namkoong , Percy Liang

Empirical risk minimization (ERM) is sensitive to spurious correlations in the training data, which poses a significant risk when deploying systems trained under this paradigm in high-stake applications. While the existing literature…

Machine Learning · Computer Science 2023-10-31 Christos Tsirigotis , Joao Monteiro , Pau Rodriguez , David Vazquez , Aaron Courville

Distributionally robust optimization (DRO) incorporates robustness against uncertainty in the specification of probabilistic models. This paper focuses on mitigating the curse of dimensionality in data-driven DRO problems with optimal…

Optimization and Control · Mathematics 2023-11-01 Lotfi M. Chaouach , Tom Oomen , Dimitris Boskos

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

Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…

Optimization and Control · Mathematics 2025-06-30 Yufeng Yang , Yi Zhou , Zhaosong Lu

Deep learning models achieve strong performance across various domains but often rely on spurious correlations, making them vulnerable to distribution shifts. This issue is particularly severe in subpopulation shift scenarios, where models…

Machine Learning · Computer Science 2026-03-03 Subeen Park , Joowang Kim , Hakyung Lee , Sunjae Yoo , Kyungwoo Song

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

Machine Learning · Computer Science 2023-02-14 Hoang Phan , Trung Le , Trung Phung , Tuan Anh Bui , Nhat Ho , Dinh Phung

Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the underlying probability distribution is unknown and observed…

Optimization and Control · Mathematics 2021-08-16 Shengyi He , Henry Lam

Federated learning (FL) enables collaborative model training without direct data sharing, but its performance can degrade significantly in the presence of data distribution perturbations. Distributionally robust optimization (DRO) provides…

Machine Learning · Computer Science 2025-09-30 Zifan Wang , Xinlei Yi , Xenia Konti , Michael M. Zavlanos , Karl H. Johansson

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

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