Related papers: Out-of-distribution Robust Optimization
Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to…
In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option…
We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…
A major challenge in machine learning is resilience to out-of-distribution data, that is data that exists outside of the distribution of a model's training data. Training is often performed using limited, carefully curated datasets and so…
The abundance of data has led to the emergence of a variety of optimization techniques that attempt to leverage available side information to provide more anticipative decisions. The wide range of methods and contexts of application have…
Robustness in AI systems refers to their ability to maintain reliable and accurate performance under various conditions, including out-of-distribution (OOD) samples, adversarial attacks, and environmental changes. This is crucial in…
Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
Computer vision applications predict on digital images acquired by a camera from physical scenes through light. However, conventional robustness benchmarks rely on perturbations in digitized images, diverging from distribution shifts…
We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of…
Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…
Distribution shifts between training and testing datasets significantly impair the model performance on graph learning. A commonly-taken causal view in graph invariant learning suggests that stable predictive features of graphs are causally…
Although machine learning models typically experience a drop in performance on out-of-distribution data, accuracies on in- versus out-of-distribution data are widely observed to follow a single linear trend when evaluated across a testbed…
Out-of-distribution (OOD) detection is essential for model trustworthiness which aims to sensitively identify semantic OOD samples and robustly generalize for covariate-shifted OOD samples. However, we discover that the superior OOD…
In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…
We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
The goal of Out-of-Distribution (OOD) generalization problem is to train a predictor that generalizes on all environments. Popular approaches in this field use the hypothesis that such a predictor shall be an \textit{invariant predictor}…
The ability of an agent to do well in new environments is a critical aspect of intelligence. In machine learning, this ability is known as $\textit{strong}$ or $\textit{out-of-distribution}$ generalization. However, merely considering…
We introduce four new real-world distribution shift datasets consisting of changes in image style, image blurriness, geographic location, camera operation, and more. With our new datasets, we take stock of previously proposed methods for…