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Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm…

Machine Learning · Computer Science 2019-09-18 Mohammed Amin Abdullah , Hang Ren , Haitham Bou Ammar , Vladimir Milenkovic , Rui Luo , Mingtian Zhang , Jun Wang

Noisy labels often occur in vision datasets, especially when they are obtained from crowdsourcing or Web scraping. We propose a new regularization method, which enables learning robust classifiers in presence of noisy data. To achieve this…

Machine Learning · Computer Science 2021-06-30 Kilian Fatras , Bharath Bhushan Damodaran , Sylvain Lobry , Rémi Flamary , Devis Tuia , Nicolas Courty

We describe an application of Wasserstein distance to Reinforcement Learning. The Wasserstein distance in question is between the distribution of mappings of trajectories of a policy into some metric space, and some other fixed distribution…

Machine Learning · Computer Science 2019-08-01 Mohammed Amin Abdullah , Aldo Pacchiano , Moez Draief

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

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

Methodology · Statistics 2024-08-30 Takuo Matsubara

In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…

Machine Learning · Statistics 2025-06-26 Jiaming Hu , Debarghya Mukherjee , Ioannis Ch. Paschalidis

We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…

Machine Learning · Computer Science 2019-09-17 Alex Tong Lin , Yonatan Dukler , Wuchen Li , Guido Montufar

Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…

Optimization and Control · Mathematics 2020-07-15 Esther Derman , Shie Mannor

We propose the Wasserstein Auto-Encoder (WAE)---a new algorithm for building a generative model of the data distribution. WAE minimizes a penalized form of the Wasserstein distance between the model distribution and the target distribution,…

Machine Learning · Statistics 2019-12-06 Ilya Tolstikhin , Olivier Bousquet , Sylvain Gelly , Bernhard Schoelkopf

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that…

Machine Learning · Computer Science 2021-03-19 Ted Moskovitz , Michael Arbel , Ferenc Huszar , Arthur Gretton

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

Machine Learning · Statistics 2025-11-12 Changyu Liu , Yuling Jiao , Junhui Wang , Jian Huang

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

Machine Learning · Computer Science 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

Offline reinforcement learning (RL) aims to learn an optimal policy from a static dataset, making it particularly valuable in scenarios where data collection is costly, such as robotics. A major challenge in offline RL is distributional…

Machine Learning · Computer Science 2025-07-16 Motoki Omura , Yusuke Mukuta , Kazuki Ota , Takayuki Osa , Tatsuya Harada

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Methodology · Statistics 2022-09-13 Chengliang Tang , Nathan Lenssen , Ying Wei , Tian Zheng

Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

Machine Learning · Computer Science 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…

Machine Learning · Computer Science 2020-11-02 Rui Gao , Xi Chen , Anton J. Kleywegt

Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…

Optimization and Control · Mathematics 2026-05-28 Tam Le

We propose REpresentation-Aware Distributionally Robust Estimation (READ), a novel framework for Wasserstein distributionally robust learning that accounts for predictive representations when guarding against distributional shifts. Unlike…

Methodology · Statistics 2025-09-12 Zitao Wang , Nian Si , Molei Liu

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

Machine Learning · Statistics 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy
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