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Regularized estimators in the context of group variables have been applied successfully in model and feature selection in order to preserve interpretability. We formulate a Distributionally Robust Optimization (DRO) problem which recovers…

Statistics Theory · Mathematics 2017-05-12 Jose Blanchet , Yang Kang

The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…

Neural networks are central to modern artificial intelligence, yet their training remains highly sensitive to data contamination. Standard neural classifiers are trained by minimizing the categorical cross-entropy loss, corresponding to…

Machine Learning · Statistics 2026-03-19 Suryasis Jana , Abhik Ghosh

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

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…

Despite the high performance achieved by deep neural networks on various tasks, extensive studies have demonstrated that small tweaks in the input could fail the model predictions. This issue of deep neural networks has led to a number of…

Machine Learning · Computer Science 2022-02-22 Ming-Chang Chiu , Xuezhe Ma

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

Machine Learning · Statistics 2018-05-14 Ruidi Chen , Ioannis Ch. Paschalidis

Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

Machine Learning · Computer Science 2025-03-07 Shuang Liu , Yihan Wang , Yifan Zhu , Yibo Miao , Xiao-Shan Gao

We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…

Machine Learning · Computer Science 2025-08-27 Nathan Justin , Sina Aghaei , Andrés Gómez , Phebe Vayanos

Knowledge distillation enables fast and effective transfer of features learned from a bigger model to a smaller one. However, distillation objectives are susceptible to sub-population shifts, a common scenario in medical imaging analysis…

Computer Vision and Pattern Recognition · Computer Science 2023-11-02 Konstantinos Vilouras , Xiao Liu , Pedro Sanchez , Alison Q. O'Neil , Sotirios A. Tsaftaris

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

Distributionally robust optimization (DRO) is a widely-used approach to learn models that are robust against distribution shift. Compared with the standard optimization setting, the objective function in DRO is more difficult to optimize,…

Machine Learning · Computer Science 2021-10-27 Jikai Jin , Bohang Zhang , Haiyang Wang , Liwei Wang

In multi-source learning with discrete labels, distributional heterogeneity across domains poses a central challenge to developing predictive models that transfer reliably to unseen domains. We study multi-source unsupervised domain…

Methodology · Statistics 2026-01-26 Zijian Guo , Zhenyu Wang , Yifan Hu , Francis Bach

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…

Machine Learning · Computer Science 2023-08-17 Qi Qi , Jiameng Lyu , Kung sik Chan , Er Wei Bai , Tianbao Yang

We study a family of loss functions named label-distributionally robust (LDR) losses for multi-class classification that are formulated from distributionally robust optimization (DRO) perspective, where the uncertainty in the given label…

Machine Learning · Computer Science 2023-06-29 Dixian Zhu , Yiming Ying , Tianbao Yang

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

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

Models trained with empirical risk minimization (ERM) are revealed to easily rely on spurious correlations, resulting in poor generalization. Group distributionally robust optimization (group DRO) can alleviate this problem by minimizing…

Computation and Language · Computer Science 2023-05-23 Ting Wu , Rui Zheng , Tao Gui , Qi Zhang , Xuanjing Huang

Recently, (Blanchet, Kang, and Murhy 2016, and Blanchet, and Kang 2017) showed that several machine learning algorithms, such as square-root Lasso, Support Vector Machines, and regularized logistic regression, among many others, can be…

Machine Learning · Statistics 2020-02-25 Jose Blanchet , Yang Kang , Fan Zhang , Karthyek Murthy