Related papers: Wasserstein Diversity-Enriched Regularizer for Hie…
Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…
In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncertainty. However, limited research has explored the…
Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…
We use distributionally-robust optimization for machine learning to mitigate the effect of data poisoning attacks. We provide performance guarantees for the trained model on the original data (not including the poison records) by training…
With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…
We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions…
Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…
Unsupervised reinforcement learning aims to train agents to learn a handful of policies or skills in environments without external reward. These pre-trained policies can accelerate learning when endowed with external reward, and can also be…
We develop Distributionally Robust Optimization (DRO) formulations for Multivariate Linear Regression (MLR) and Multiclass Logistic Regression (MLG) when both the covariates and responses/labels may be contaminated by outliers. The DRO…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…
This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…
Generative Adversarial Networks are a popular method for learning distributions from data by modeling the target distribution as a function of a known distribution. The function, often referred to as the generator, is optimized to minimize…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…
Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…
This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs). Our primary objectives are to adhere to physical operational constraints while reducing energy…
Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…
Wasserstein-GANs have been introduced to address the deficiencies of generative adversarial networks (GANs) regarding the problems of vanishing gradients and mode collapse during the training, leading to improved convergence behaviour and…
We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…