Related papers: Adaptive Sample-Level Framework Motivated by Distr…
This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…
Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…
Quick response is a widely adopted strategy to mitigate overproduction in the manufacturing industry, yet recent research reveals a counter-intuitive paradox: while it reduces waste from unsold finished goods, it may incentivize firms to…
Federated learning faces challenges due to the heterogeneity in data volumes and distributions at different clients, which can compromise model generalization ability to various distributions. Existing approaches to address this issue based…
Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…
We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…
Recent advancements adopt online reinforcement learning (RL) from LLMs to text-to-image rectified flow diffusion models for reward alignment. The use of group-level rewards successfully aligns the model with the targeted reward. However, it…
This paper studies the communication complexity of convex risk-averse optimization over a network. The problem generalizes the well-studied risk-neutral finite-sum distributed optimization problem and its importance stems from the need to…
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
Our goal is to train control policies that generalize well to unseen environments. Inspired by the Distributionally Robust Optimization (DRO) framework, we propose DRAGEN - Distributionally Robust policy learning via Adversarial Generation…
Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…
In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…
The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet…
We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…
The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…
One of the most studied machine learning challenges that recent studies have shown the susceptibility of deep neural networks to is the class imbalance problem. While concerted research efforts in this direction have been notable in recent…
While training on samples drawn from independent and identical distribution has been a de facto paradigm for optimizing image classification networks, humans learn new concepts in an easy-to-hard manner and on the selected examples…
This study reveals the inherent tolerance of contrastive learning (CL) towards sampling bias, wherein negative samples may encompass similar semantics (\eg labels). However, existing theories fall short in providing explanations for this…