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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…
Out-of-distribution (OOD) generalization is a complicated problem due to the idiosyncrasies of possible distribution shifts between training and test domains. Most benchmarks employ diverse datasets to address this issue; however, the…
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…
Reinforcement learning techniques leveraging deep learning have made tremendous progress in recent years. However, the complexity of neural networks prevents practitioners from understanding their behavior. Decision trees have gained…
Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…
Decision trees are powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
Many of the distributed localization algorithms are based on relaxed optimization formulations of the localization problem. These algorithms commonly rely on first-order optimization methods, and hence may require many iterations or…
Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…
Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…
This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
Stochastic and (distributionally) robust optimization problems often become computationally challenging as the number of scenarios or data points increases. Scenario reduction is therefore a key technique for improving tractability. We…
Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…
In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…
Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…
Decision Trees (DTs) are commonly used for many machine learning tasks due to their high degree of interpretability. However, learning a DT from data is a difficult optimization problem, as it is non-convex and non-differentiable.…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…