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This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

Machine Learning · Computer Science 2024-11-21 Lijun Zhang , Haomin Bai , Peng Zhao , Tianbao Yang , Zhi-Hua Zhou

To fully uncover the great potential of deep neural networks (DNNs), various learning algorithms have been developed to improve the model's generalization ability. Recently, sharpness-aware minimization (SAM) establishes a generic scheme…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Tao Li , Weihao Yan , Zehao Lei , Yingwen Wu , Kun Fang , Ming Yang , Xiaolin Huang

Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…

Machine Learning · Computer Science 2023-09-14 Xin Xiong , Zijian Guo , Tianxi Cai

We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the…

Optimization and Control · Mathematics 2020-03-17 Alexandre Velloso , David Pozo , Alexandre Street

Models trained via empirical risk minimization (ERM) are known to rely on spurious correlations between labels and task-independent input features, resulting in poor generalization to distributional shifts. Group distributionally robust…

Machine Learning · Computer Science 2022-12-12 Bhargavi Paranjape , Pradeep Dasigi , Vivek Srikumar , Luke Zettlemoyer , Hannaneh Hajishirzi

We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…

Optimization and Control · Mathematics 2014-10-03 Zizhuo Wang , Peter Glynn , Yinyu Ye

We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…

Machine Learning · Computer Science 2024-06-26 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…

Machine Learning · Statistics 2021-05-12 Jose Blanchet , Yang Kang , Fan Zhang , Fei He , Zhangyi Hu

Predictive models for clinical outcomes that are accurate on average in a patient population may underperform drastically for some subpopulations, potentially introducing or reinforcing inequities in care access and quality. Model training…

Machine Learning · Statistics 2022-02-03 Stephen R. Pfohl , Haoran Zhang , Yizhe Xu , Agata Foryciarz , Marzyeh Ghassemi , Nigam H. Shah

Robust learning methods aim to learn a clean target distribution from noisy and corrupted training data where a specific corruption pattern is often assumed a priori. Our proposed method can not only successfully learn the clean target…

Machine Learning · Computer Science 2023-02-08 Jeongeun Park , Seungyoun Shin , Sangheum Hwang , Sungjoon Choi

Modern stochastic optimization pipelines increasingly rely on learned generative models to represent uncertainty, while downstream decisions are evaluated almost entirely through Monte Carlo scenarios. This shifts the operational object of…

Optimization and Control · Mathematics 2026-05-01 Ziwei Zhang , Jonathan Yu-Meng Li

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…

Machine Learning · Computer Science 2021-11-15 Qi Qi , Zhishuai Guo , Yi Xu , Rong Jin , Tianbao Yang

This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for…

Machine Learning · Statistics 2019-12-17 Louis Faury , Ugo Tanielian , Flavian Vasile , Elena Smirnova , Elvis Dohmatob

Generalizing to out-of-distribution (OOD) data or unseen domain, termed OOD generalization, still lacks appropriate theoretical guarantees. Canonical OOD bounds focus on different distance measurements between source and target domains but…

Machine Learning · Computer Science 2024-03-12 Yingtian Zou , Kenji Kawaguchi , Yingnan Liu , Jiashuo Liu , Mong-Li Lee , Wynne Hsu

We propose an online data compression approach for efficiently solving distributionally robust optimization (DRO) problems with streaming data while maintaining out-of-sample performance guarantees. Our method dynamically constructs…

Optimization and Control · Mathematics 2025-09-12 Irina Wang , Marta Fochesato , Bartolomeo Stellato

Generalization remains a critical challenge in speech deepfake detection (SDD). While various approaches aim to improve robustness, generalization is typically assessed through performance metrics like equal error rate without a theoretical…

Audio and Speech Processing · Electrical Eng. & Systems 2025-06-16 Wen Huang , Xuechen Liu , Xin Wang , Junichi Yamagishi , Yanmin Qian

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Machine Learning · Computer Science 2024-10-17 Feiyang Ye , Yueming Lyu , Xuehao Wang , Masashi Sugiyama , Yu Zhang , Ivor Tsang

To address the shortcomings of real-world datasets, robust learning algorithms have been designed to overcome arbitrary and indiscriminate data corruption. However, practical processes of gathering data may lead to patterns of data…

Machine Learning · Computer Science 2024-05-02 Lunjia Hu , Charlotte Peale , Judy Hanwen Shen

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Standard benchmarks for optical flow, scene flow, and stereo vision algorithms generally focus on model accuracy rather than robustness to image corruptions like noise or rain. Hence, the resilience of models to such real-world…

Computer Vision and Pattern Recognition · Computer Science 2026-04-14 Victor Oei , Jenny Schmalfuss , Lukas Mehl , Madlen Bartsch , Shashank Agnihotri , Margret Keuper , Andreas Bulling , Andrés Bruhn
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