Related papers: Optimal Transport Model Distributional Robustness
We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…
Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the…
A novel variational inference based resampling framework is proposed to evaluate the robustness and generalization capability of deep learning models with respect to distribution shift. We use Auto Encoding Variational Bayes to find a…
Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…
In this paper, a sparsity-aware adaptive algorithm for distributed learning in diffusion networks is developed. The algorithm follows the set-theoretic estimation rationale. At each time instance and at each node of the network, a closed…
Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter…
Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…
Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
We propose to study and promote the robustness of a model as per its performance through the interpolation of training data distributions. Specifically, (1) we augment the data by finding the worst-case Wasserstein barycenter on the…
Given multiple source domains, domain generalization aims at learning a universal model that performs well on any unseen but related target domain. In this work, we focus on the domain generalization scenario where domain shifts occur among…
We study the distributionally robust optimization (DRO) in a dynamic context where the model uncertainty is captured by penalizing potential models in function of their adapted Wasserstein distance to a given reference model. We consider…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…
We consider Sharpness-Aware Minimization (SAM), a gradient-based optimization method for deep networks that has exhibited performance improvements on image and language prediction problems. We show that when SAM is applied with a convex…
The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability…
In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…
We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…
We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…