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Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups).…

Machine Learning · Computer Science 2020-04-03 Shiori Sagawa , Pang Wei Koh , Tatsunori B. Hashimoto , Percy Liang

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…

Optimization and Control · Mathematics 2025-09-17 Jonas Ohnemus , Marta Fochesato , Riccardo Zuliani , John Lygeros

Deep neural networks often exploit *spurious* features that are present in the majority of examples within a class during training. This leads to *poor worst-group test accuracy*, i.e., poor accuracy for minority groups that lack these…

Machine Learning · Computer Science 2025-04-18 Siddharth Joshi , Yu Yang , Yihao Xue , Wenhan Yang , Baharan Mirzasoleiman

The generalization ability of machine learning models degrades significantly when the test distribution shifts away from the training distribution. We investigate the problem of training models that are robust to shifts caused by changes in…

Machine Learning · Computer Science 2023-09-19 Jiaheng Wei , Harikrishna Narasimhan , Ehsan Amid , Wen-Sheng Chu , Yang Liu , Abhishek Kumar

We establish a connection between distributionally robust optimization (DRO) and classical robust statistics. We demonstrate that this connection arises naturally in the context of estimation under data corruption, where the goal is to…

Optimization and Control · Mathematics 2024-10-21 Gabriel Chan , Bart Van Parys , Amine Bennouna

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…

Machine Learning · Computer Science 2025-09-30 Zifan Wang , Xinlei Yi , Xenia Konti , Michael M. Zavlanos , Karl H. Johansson

Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…

Machine Learning · Computer Science 2023-09-14 Xin Xiong , Zijian Guo , Tianxi Cai

Few-shot learning requires models to generalize under limited supervision while remaining robust to distribution shifts. Existing Sinkhorn Distributionally Robust Optimization (DRO) methods provide theoretical guarantees but rely on a fixed…

Machine Learning · Statistics 2026-02-17 Haixiang Sun , Andrew L. Liu

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…

Optimization and Control · Mathematics 2025-09-03 Chung-Han Hsieh , Rong Gan

Decision making under uncertainty is challenging since the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs about the model's parameters. However, minimising the…

Machine Learning · Statistics 2024-09-06 Charita Dellaporta , Patrick O'Hara , Theodoros Damoulas

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

Machine Learning · Computer Science 2025-05-05 Shixiong Wang , Haowei Wang , Xinke Li , Jean Honorio

Group distributionally robust optimization, which aims to improve robust accuracies -- worst-group and unbiased accuracies -- is a prominent algorithm used to mitigate spurious correlations and address dataset bias. Although existing…

Machine Learning · Computer Science 2024-12-23 Seonguk Seo , Bohyung Han

The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying…

Optimization and Control · Mathematics 2022-10-25 Hamed Rahimian , Sanjay Mehrotra

Robustness has been extensively studied in reinforcement learning (RL) to handle various forms of uncertainty such as random perturbations, rare events, and malicious attacks. In this work, we consider one critical type of robustness…

Machine Learning · Computer Science 2023-10-27 Wenhao Ding , Laixi Shi , Yuejie Chi , Ding Zhao

Out-of-distribution generalization of machine learning models remains challenging since the models are inherently bound to the training data distribution. This especially manifests, when the learned models rely on spurious correlations.…

Machine Learning · Computer Science 2025-02-27 Martin Surner , Abdelmajid Khelil , Ludwig Bothmann

Structuring ambiguity sets in Wasserstein-based distributionally robust optimization (DRO) can improve their statistical properties when the uncertainty consists of multiple independent components. The aim of this paper is to solve…

Optimization and Control · Mathematics 2025-04-10 Lotfi M. Chaouach , Tom Oomen , Dimitris Boskos

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

Machine Learning · Computer Science 2024-02-07 Haoxuan Wang , Zhiding Yu , Yisong Yue , Anima Anandkumar , Anqi Liu , Junchi Yan

Stochastic and (distributionally) robust optimization problems often become computationally challenging as the number of scenarios or data points increases. Scenario reduction is therefore a key technique for improving tractability. We…

Optimization and Control · Mathematics 2026-03-10 Kevin-Martin Aigner , Sebastian Denzler , Frauke Liers , Sebastian Pokutta , Kartikey Sharma

Coreset selection methods have shown promise in reducing the training data size while maintaining model performance for data-efficient machine learning. However, as many datasets suffer from biases that cause models to learn spurious…

Machine Learning · Computer Science 2025-10-22 Amaya Dharmasiri , William Yang , Polina Kirichenko , Lydia Liu , Olga Russakovsky

We propose a novel method for semi-supervised learning (SSL) based on data-driven distributionally robust optimization (DRO) using optimal transport metrics. Our proposed method enhances generalization error by using the unlabeled data to…

Machine Learning · Statistics 2020-04-21 Jose Blanchet , Yang Kang