Related papers: Aligning Distributionally Robust Optimization with…

Increasingly large imitation learning datasets are being collected with the goal of training foundation models for robotics. However, despite the fact that data selection has been of utmost importance in vision and natural language…

Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…

Supervised deep learning requires a large amount of training samples with annotations (e.g. label class for classification task, pixel- or voxel-wised label map for segmentation tasks), which are expensive and time-consuming to obtain.…

Reinforcement Learning has become a standard paradigm for aligning Large Language Models with human intent and task requirements. While Group Relative Policy Optimization offers an efficient, value-model-free alternative to Proximal Policy…

Newton's method leverages curvature information to boost performance, and thus outperforms first-order methods for distributed learning problems. However, Newton's method is not practical in large-scale and heterogeneous learning…

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulations and 9 backbone models, enabling 79 distinct DRO methods.…

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…

Multi-objective evolutionary algorithms (MOEAs) are widely used to solve multi-objective optimization problems. The algorithms rely on setting appropriate parameters to find good solutions. However, this parameter tuning could be very…

The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…

In reinforcement learning (RL), temporal difference (TD) error is known to be related to the firing rate of dopamine neurons. It has been observed that each dopamine neuron does not behave uniformly, but each responds to the TD error in an…

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

In this work we propose the use of adaptive stochastic search as a building block for general, non-convex optimization operations within deep neural network architectures. Specifically, for an objective function located at some layer in the…

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…

This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…

Motivated by the gap between theoretical optimal approximation rates of deep neural networks (DNNs) and the accuracy realized in practice, we seek to improve the training of DNNs. The adoption of an adaptive basis viewpoint of DNNs leads to…