Related papers: Harmonizing SAA and DRO
Distributionally robust optimization (DRO) is an effective framework for controlling real-world systems with various uncertainties, typically modeled using distributional uncertainty balls. However, DRO problems often involve infinitely…
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…
Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…
This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…
With the recent demand of deploying neural network models on mobile and edge devices, it is desired to improve the model's generalizability on unseen testing data, as well as enhance the model's robustness under fixed-point quantization for…
Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…
Distribution shifts and minority subpopulations frequently undermine the reliability of deep neural networks trained using Empirical Risk Minimization (ERM). Distributionally Robust Optimization (DRO) addresses this by optimizing for the…
In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…
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…
Distributionally robust optimization (DRO) is an effective approach for data-driven decision-making in the presence of uncertainty. Geometric uncertainty due to sampling or localized perturbations of data points is captured by Wasserstein…
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…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…
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…
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), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…
Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…
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…
In this work, we present an algorithmically tractable safe approximation of distributionally robust optimization (DRO) problems that contain univariate indicator functions. The latter appear in different applications, but render the model…
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…