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Different distribution shifts require different interventions, and algorithms must be grounded in the specific shifts they address. However, methodological development for robust algorithms typically relies on structural assumptions that…

Machine Learning · Computer Science 2025-08-27 Tianyu Wang , Jiashuo Liu , Peng Cui , Hongseok Namkoong

Robustness to distribution shifts is critical for deploying machine learning models in the real world. Despite this necessity, there has been little work in defining the underlying mechanisms that cause these shifts and evaluating the…

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

Our goal is to improve reliability of Machine Learning (ML) systems deployed in the wild. ML models perform exceedingly well when test examples are similar to train examples. However, real-world applications are required to perform on any…

Machine Learning · Computer Science 2023-03-07 Vihari Piratla

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

We consider a machine learning setup where one training dataset is used to train multiple models across slightly different data distributions. This occurs when customized models are needed for various deployment environments. To reduce…

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift.…

Computational Finance · Quantitative Finance 2022-09-20 Dangxing Chen

Statistical machine learning methods often face the challenge of limited data available from the population of interest. One remedy is to leverage data from auxiliary source populations, which share some conditional distributions or are…

Methodology · Statistics 2024-06-11 Hongxiang Qiu , Eric Tchetgen Tchetgen , Edgar Dobriban

The generalization ability of machine learning models degrades significantly when the test distribution shifts away from the training distribution. We investigate the problem of training models that are robust to shifts caused by changes in…

Machine Learning · Computer Science 2023-09-19 Jiaheng Wei , Harikrishna Narasimhan , Ehsan Amid , Wen-Sheng Chu , Yang Liu , Abhishek Kumar

In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…

Machine Learning · Computer Science 2023-11-02 Gleb Bazhenov , Denis Kuznedelev , Andrey Malinin , Artem Babenko , Liudmila Prokhorenkova

Meta learning aims at learning how to solve tasks, and thus it allows to estimate models that can be quickly adapted to new scenarios. This work explores distributionally robust minimization in meta learning for system identification.…

Machine Learning · Computer Science 2025-06-24 Matteo Rufolo , Dario Piga , Marco Forgione

There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…

Methodology · Statistics 2022-11-07 Euan T. McGonigle , Haeran Cho

Comparing two samples of data, we observe a change in the distribution of an outcome variable. In the presence of multiple explanatory variables, how much of the change can be explained by each possible cause? We develop a new estimation…

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as…

Machine Learning · Statistics 2013-06-05 Bernhard Schölkopf , Dominik Janzing , Jonas Peters , Kun Zhang

Training models that perform well under distribution shifts is a central challenge in machine learning. In this paper, we introduce a modeling framework where, in addition to training data, we have partial structural knowledge of the…

Machine Learning · Computer Science 2021-10-28 Tobias Sutter , Andreas Krause , Daniel Kuhn

We study the problem of distribution shift generally arising in machine-learning augmented hybrid simulation, where parts of simulation algorithms are replaced by data-driven surrogates. We first establish a mathematical framework to…

Numerical Analysis · Mathematics 2025-06-17 Jiaxi Zhao , Qianxiao Li

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…

Machine Learning · Computer Science 2020-07-08 Ching-Yao Chuang , Antonio Torralba , Stefanie Jegelka