Related papers: Scenario Reduction for Distributionally Robust Opt…
Modern stochastic optimization pipelines increasingly rely on learned generative models to represent uncertainty, while downstream decisions are evaluated almost entirely through Monte Carlo scenarios. This shifts the operational object of…
Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network…
Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…
In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…
Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…
In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the…
We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead on a finite set of historical disturbance trajectories. In…
Distributionally robust optimisation (DRO) minimises the worst-case expected loss over an ambiguity set that can capture distributional shifts in out-of-sample environments. While Huber (linear-vacuous) contamination is a classical…
We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…
Analysis of vision-and-language models has revealed their brittleness under linguistic phenomena such as paraphrasing, negation, textual entailment, and word substitutions with synonyms or antonyms. While data augmentation techniques have…
Robust generalization aims to tackle the most challenging data distributions which are rare in the training set and contain severe noises, i.e., photon-limited corruptions. Common solutions such as distributionally robust optimization (DRO)…
Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the underlying probability distribution is unknown and observed…
We study the distributionally robust optimization (DRO) in a dynamic context where the model uncertainty is captured by penalizing potential models in function of their adapted Wasserstein distance to a given reference model. We consider…
In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…
In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…
In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…