Related papers: Out-of-distribution Robust Optimization

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Out-of-distribution (OOD) generalization is a challenging machine learning problem yet highly desirable in many high-stake applications. Existing methods suffer from overly pessimistic modeling with low generalization confidence. As…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

As black-box models increasingly power high-stakes applications, a variety of data-driven explanation methods have been introduced. Meanwhile, machine learning models are constantly challenged by distributional shifts. A question naturally…

Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…

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.…

Out-of-Distribution (OOD) detection is essential for the trustworthiness of AI systems. Methods using prior information (i.e., subspace-based methods) have shown effective performance by extracting information geometry to detect OOD data…

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

For machine learning systems to be reliable, we must understand their performance in unseen, out-of-distribution environments. In this paper, we empirically show that out-of-distribution performance is strongly correlated with…

The task of out-of-distribution (OOD) detection is notoriously ill-defined. Earlier works focused on new-class detection, aiming to identify label-altering data distribution shifts, also known as "semantic shift." However, recent works…

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…

Ensuring generalization to unseen environments remains a challenge. Domain shift can lead to substantially degraded performance unless shifts are well-exercised within the available training environments. We introduce a simple robust…

A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models…

Clinical machine learning models show a significant performance drop when tested in settings not seen during training. Domain generalisation models promise to alleviate this problem, however, there is still scepticism about whether they…

A rich line of recent work has studied distributionally robust learning approaches that seek to learn a hypothesis that performs well, in the worst-case, on many different distributions over a population. We argue that although the most…

Accurate state and uncertainty estimation is imperative for mobile robots and self driving vehicles to achieve safe navigation in pedestrian rich environments. A critical component of state and uncertainty estimation for robot navigation is…