Related papers: DRO: A Python Library for Distributionally Robust …
It is essential to capture the true probability distribution of uncertain data in the distributionally robust optimization (DRO). The uncertain data presents multimodality in numerous application scenarios, in the sense that the probability…
Regularized estimators in the context of group variables have been applied successfully in model and feature selection in order to preserve interpretability. We formulate a Distributionally Robust Optimization (DRO) problem which recovers…
Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…
This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle.…
Recent advances in large language models (LLMs) have shown that reasoning ability can be significantly enhanced through Reinforcement Learning with Verifiable Rewards (RLVR). Group Relative Policy Optimization (GRPO) has emerged as the de…
Wireless powered mobile-edge computing (MEC) has recently emerged as a promising paradigm to enhance the data processing capability of low-power networks, such as wireless sensor networks and internet of things (IoT). In this paper, we…
Dairy farms consume a significant amount of electricity for their operations, and this research focuses on enhancing energy efficiency and minimizing the impact on the environment in the sector by maximizing the utilization of renewable…
Existing batch size selection approaches in distributed machine learning rely on static allocation or simplistic heuristics that fail to adapt to heterogeneous, dynamic computing environments. We present DYNAMIX, a reinforcement learning…
In the rapidly evolving landscape of wireless networks, achieving enhanced throughput with low latency for data transmission is crucial for future communication systems. While low complexity OSPF-type solutions have shown effectiveness in…
We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…
Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…
We present Darts, a Python machine learning library for time series, with a focus on forecasting. Darts offers a variety of models, from classics such as ARIMA to state-of-the-art deep neural networks. The emphasis of the library is on…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
Noisy data are often viewed as a challenge for decision-making. This paper studies a distributionally robust optimization (DRO) that shows how such noise can be systematically incorporated. Rather than applying DRO to the noisy empirical…
Graph representations of programs are commonly a central element of machine learning for code research. We introduce an open source Python library python_graphs that applies static analysis to construct graph representations of Python…
Language models are generally trained on data spanning a wide range of topics (e.g., news, reviews, fiction), but they might be applied to an a priori unknown target distribution (e.g., restaurant reviews). In this paper, we first show that…
Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distributionally robust optimization (DRO). We argue, however, that…
Multivariate time series imputation is often compromised by mismatch between the observed and true data distributions, a bias induced by the combined effects of time-series non-stationarity and systematic missingness. Standard methods that…
Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show…
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…