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As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

Machine Learning · Computer Science 2022-04-14 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…

Machine Learning · Computer Science 2025-11-04 Shuyao Li , Ilias Diakonikolas , Jelena Diakonikolas

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Ch. Paschalidis

We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers. The DRO framework uses a probabilistic ambiguity set defined as a ball of…

Machine Learning · Statistics 2023-03-28 Ruidi Chen , Boran Hao , Ioannis Paschalidis

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…

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

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…

Machine Learning · Statistics 2025-06-26 Jiaming Hu , Debarghya Mukherjee , Ioannis Ch. Paschalidis

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…

Optimization and Control · Mathematics 2023-09-26 Garud Iyengar , Henry Lam , Tianyu Wang

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

Machine Learning · Computer Science 2023-02-14 Hoang Phan , Trung Le , Trung Phung , Tuan Anh Bui , Nhat Ho , Dinh Phung

Real-world deployments routinely face distribution shifts, group imbalances, and adversarial perturbations, under which the traditional Empirical Risk Minimization (ERM) framework can degrade severely. Distributionally Robust Optimization…

Machine Learning · Computer Science 2026-02-19 Difei Xu , Meng Ding , Zebin Ma , Huanyi Xie , Youming Tao , Aicha Slaitane , Di Wang

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Machine Learning · Statistics 2025-05-06 Liviu Aolaritei , Soroosh Shafiee , Florian Dörfler

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

Machine Learning · Statistics 2021-08-23 Ruidi Chen , Ioannis Ch. Paschalidis

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…

Optimization and Control · Mathematics 2026-05-27 Zusen Xu , Jia-Jie Zhu

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…

Machine Learning · Computer Science 2022-03-21 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Amin Karbasi

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

Machine Learning · Computer Science 2024-10-01 Yue Wang , Jinjun Xiong , Shaofeng Zou

Reinforcement Learning with Human Feedback (RLHF) has become crucial for aligning Large Language Models (LLMs) with human intent. However, existing offline RLHF approaches suffer from overoptimization, where language models degrade by…

Machine Learning · Computer Science 2026-04-20 Sharan Sahu , Martin T. Wells

Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…

Machine Learning · Computer Science 2022-06-01 Avinandan Bose , Arunesh Sinha , Tien Mai

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

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…

Machine Learning · Computer Science 2021-11-15 Qi Qi , Zhishuai Guo , Yi Xu , Rong Jin , Tianbao Yang

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
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