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It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…

Optimization and Control · Mathematics 2022-05-09 Yueyao Li , Wenxun Xing

A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models…

Machine Learning · Computer Science 2021-06-15 Chunting Zhou , Xuezhe Ma , Paul Michel , Graham Neubig

Robustness to distribution shift has become a growing concern for text and image models as they transition from research subjects to deployment in the real world. However, high-quality benchmarks for distribution shift in tabular machine…

Machine Learning · Computer Science 2024-02-12 Josh Gardner , Zoran Popovic , Ludwig Schmidt

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Machine Learning · Computer Science 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2025-10-28 Jiaqi Wen , Jianyi Yang

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Machine Learning · Computer Science 2021-04-01 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…

Optimization and Control · Mathematics 2023-09-26 Garud Iyengar , Henry Lam , Tianyu Wang

Many machine learning tasks involve subpopulation shift where the testing data distribution is a subpopulation of the training distribution. For such settings, a line of recent work has proposed the use of a variant of empirical risk…

Machine Learning · Computer Science 2021-06-14 Runtian Zhai , Chen Dan , J. Zico Kolter , Pradeep Ravikumar

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

Distribution shifts and minority subpopulations frequently undermine the reliability of deep neural networks trained using Empirical Risk Minimization (ERM). Distributionally Robust Optimization (DRO) addresses this by optimizing for the…

Machine Learning · Computer Science 2025-11-11 Aheer Sravon , Devdyuti Mazumder , Md. Ibrahim

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…

Machine Learning · Computer Science 2025-09-25 Birk Torpmann-Hagen , Pål Halvorsen , Michael A. Riegler , Dag Johansen

AI applications are becoming increasingly visible to the general public. There is a notable gap between the theoretical assumptions researchers make about computer vision models and the reality those models face when deployed in the real…

Computer Vision and Pattern Recognition · Computer Science 2023-12-05 Eashan Adhikarla , Kai Zhang , Jun Yu , Lichao Sun , John Nicholson , Brian D. Davison

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

Model-based optimization (MBO) is increasingly applied to design problems in science and engineering. A common scenario involves using a fixed training set to train models, with the goal of designing new samples that outperform those…

Machine Learning · Computer Science 2023-11-10 Farhan Damani , David H Brookes , Theodore Sternlieb , Cameron Webster , Stephen Malina , Rishi Jajoo , Kathy Lin , Sam Sinai

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…

Machine Learning · Computer Science 2026-02-13 Sung Ho Jo , Seonghwi Kim , Minwoo Chae

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…

Machine Learning · Computer Science 2025-08-27 Xin Du , Subramanian Ramamoorthy , Wouter Duivesteijn , Jin Tian , Mykola Pechenizkiy