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We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

A fundamental assumption of most machine learning algorithms is that the training and test data are drawn from the same underlying distribution. However, this assumption is violated in almost all practical applications: machine learning…

Machine Learning · Computer Science 2021-12-02 Marvin Zhang , Henrik Marklund , Nikita Dhawan , Abhishek Gupta , Sergey Levine , Chelsea Finn

In this paper, we provide a new framework to obtain the generalization bounds of the learning process for domain adaptation, and then apply the derived bounds to analyze the asymptotical convergence of the learning process. Without loss of…

Machine Learning · Computer Science 2013-04-08 Chao Zhang , Lei Zhang , Jieping Ye

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…

Machine Learning · Computer Science 2026-03-31 Ha Manh Bui , Felix Parker , Kimia Ghobadi , Anqi Liu

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…

Machine Learning · Computer Science 2021-05-04 Tianyi Zhang , Ikko Yamane , Nan Lu , Masashi Sugiyama

In this paper, we study the problem of estimation and learning under temporal distribution shift. Consider an observation sequence of length $n$, which is a noisy realization of a time-varying groundtruth sequence. Our focus is to develop…

Machine Learning · Computer Science 2025-05-22 Dheeraj Baby , Yifei Tang , Hieu Duy Nguyen , Yu-Xiang Wang , Rohit Pyati

Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

Machine Learning · Computer Science 2025-02-24 Deeksha Adil , Jarosław Błasiok

Distribution shifts and adversarial examples are two major challenges for deploying machine learning models. While these challenges have been studied individually, their combination is an important topic that remains relatively…

Machine Learning · Computer Science 2024-02-20 Yunjuan Wang , Hussein Hazimeh , Natalia Ponomareva , Alexey Kurakin , Ibrahim Hammoud , Raman Arora

This paper addresses the general problem of domain adaptation which arises in a variety of applications where the distribution of the labeled sample available somewhat differs from that of the test data. Building on previous work by…

Machine Learning · Computer Science 2023-12-04 Yishay Mansour , Mehryar Mohri , Afshin Rostamizadeh

We consider a reinforcement learning setting in which the deployment environment is different from the training environment. Applying a robust Markov decision processes formulation, we extend the distributionally robust $Q$-learning…

Machine Learning · Computer Science 2024-08-02 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

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…

Machine Learning · Computer Science 2025-11-11 Aheer Sravon , Devdyuti Mazumder , Md. Ibrahim

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

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

Machine Learning · Computer Science 2022-02-14 Alekh Agarwal , Tong Zhang

An interesting phenomenon arises: Empirical Risk Minimization (ERM) sometimes outperforms methods specifically designed for out-of-distribution tasks. This motivates an investigation into the reasons behind such behavior beyond algorithmic…

Machine Learning · Computer Science 2026-01-21 Hong Zheng , Fei Teng

The most recent multi-source covariate shift algorithm is an efficient hyperparameter optimization algorithm for missing target output. In this paper, we extend this algorithm to the framework of federated learning. For data islands in…

Machine Learning · Statistics 2023-03-01 Yaqian Xu , Wenquan Cui , Jianjun Xu , Haoyang Cheng