Related papers: DRO: A Python Library for Distributionally Robust …
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
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…
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…
We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…
Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…
In this paper, we introduce ChainerRL, an open-source deep reinforcement learning (DRL) library built using Python and the Chainer deep learning framework. ChainerRL implements a comprehensive set of DRL algorithms and techniques drawn from…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the…
Federated learning (FL) enables collaborative model training without direct data sharing, but its performance can degrade significantly in the presence of data distribution perturbations. Distributionally robust optimization (DRO) provides…
Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…
Supervised Deep Learning requires plenty of labeled data to converge, and hence perform optimally for task-specific learning. Therefore, we propose a novel mechanism named DRo (for Deep Routing) for data-scarce domains like security. The…
We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert…
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…
We study a family of loss functions named label-distributionally robust (LDR) losses for multi-class classification that are formulated from distributionally robust optimization (DRO) perspective, where the uncertainty in the given label…
This paper describes the numerical implementation in a high-performance computing environment of an open-source library for model order reduction in fluid dynamics. This library, called pyLOM, contains the algorithms of proper orthogonal…
Diffusion large language models (dLLMs) are promising alternatives to autoregressive large language models (AR-LLMs), as they potentially allow higher inference throughput. Reinforcement learning (RL) is a crucial component for dLLMs to…
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…
Predictive models for clinical outcomes that are accurate on average in a patient population may underperform drastically for some subpopulations, potentially introducing or reinforcing inequities in care access and quality. Model training…
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…
We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for…