Related papers: Distributionally Robust Optimization for Chemother…
This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for…
Radiotherapy planning naturally leads to a multi-criteria optimization problem which is subject to different sources of uncertainty. In order to find the desired treatment plan, a decision maker must balance these objectives as well as the…
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…
We investigate the use of distributionally robust optimization (DRO) as a tractable tool to recover the asymptotic statistical guarantees provided by the Central Limit Theorem, for maintaining the feasibility of an expected value constraint…
Treatment planning uncertainties are typically managed using margin-based or robust optimization. Margin-based methods expand the clinical target volume (CTV) to a planning target volume, generally unsuited for proton therapy. Robust…
Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can…
This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…
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…
Integrative analysis of multiple datasets for estimating optimal individualized treatment rules (ITRs) can enhance decision efficiency. A central challenge is posterior shift, wherein the conditional distribution of potential outcomes given…
Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…
As the complexity of modern control systems increases, it becomes challenging to derive an accurate model of the uncertainty that affects their dynamics. Wasserstein Distributionally Robust Optimization (DRO) provides a powerful framework…
This paper studies a basic notion of distributional shape known as orthounimodality (OU) and its use in shape-constrained distributionally robust optimization (DRO). As a key motivation, we argue how such type of DRO is well-suited to…
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…
This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…
Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…
A community integrated energy system (CIES) is an important carrier of the energy internet and smart city in geographical and functional terms. Its emergence provides a new solution to the problems of energy utilization and environmental…
Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and losses is ambiguous. In this paper, we take a step further to…
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…
The problem of chemotherapy treatment optimization can be defined in order to minimize the size of the tumor without endangering the patient's health; therefore, chemotherapy requires to achieve a number of objectives, simultaneously. For…
The number of new cancer cases is expected to increase by about 50% in the next 20 years, and the need for chemotherapy treatments will increase accordingly. Chemotherapy treatments are usually performed in outpatient cancer centers where…