Related papers: Distributionally Robust Recourse Action
Robust imitation learning using disturbance injections overcomes issues of limited variation in demonstrations. However, these methods assume demonstrations are optimal, and that policy stabilization can be learned via simple augmentations.…
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…
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…
Ranking and selection (R&S) aims to identify the alternative with the best mean performance among $k$ simulated alternatives. The practical value of R&S depends on accurate simulation input modeling, which often suffers from the curse of…
Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…
Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…
Algorithmic recourse recommendations, such as Karimi et al.'s (2021) causal recourse (CR), inform stakeholders of how to act to revert unfavourable decisions. However, some actions lead to acceptance (i.e., revert the model's decision) but…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…
Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…
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…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…
This study investigates a robust screening problem under distributional ambiguity, where a seller is uncertain about a buyer's true valuation distribution, knowing only that it lies near a reference distribution measured by the Wasserstein…
Calibration has emerged as a foundational goal in ``trustworthy machine learning'', in part because of its strong decision theoretic semantics. Independent of the underlying distribution, and independent of the decision maker's utility…
Post-disaster crew dispatch is a critical but computationally intensive task. Traditional mixed-integer linear programming methods often require minutes to several hours to compute solutions, leading to delays that hinder timely…
Training models that perform well under distribution shifts is a central challenge in machine learning. In this paper, we introduce a modeling framework where, in addition to training data, we have partial structural knowledge of the…