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We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and $f$-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition…

Machine Learning · Statistics 2023-10-24 Ronak Mehta , Vincent Roulet , Krishna Pillutla , Zaid Harchaoui

Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…

Machine Learning · Computer Science 2026-02-13 Sung Ho Jo , Seonghwi Kim , Minwoo Chae

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

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Optimization and Control · Mathematics 2021-06-28 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf

We present a theoretically grounded approach to train deep neural networks, including recurrent networks, subject to class-dependent label noise. We propose two procedures for loss correction that are agnostic to both application domain and…

Machine Learning · Statistics 2017-03-23 Giorgio Patrini , Alessandro Rozza , Aditya Menon , Richard Nock , Lizhen Qu

While crowdsourcing has emerged as a practical solution for labeling large datasets, it presents a significant challenge in learning accurate models due to noisy labels from annotators with varying levels of expertise. Existing methods…

Machine Learning · Computer Science 2024-11-27 Hui Guo , Grace Y. Yi , Boyu Wang

Reinforcement Learning with Verifiable Rewards (RLVR) and Group Relative Policy Optimization (GRPO) have significantly advanced the reasoning capabilities of large language models. Extending these methods to multimodal settings, however,…

Computer Vision and Pattern Recognition · Computer Science 2026-02-27 Jinghan Li , Junfeng Fang , Jinda Lu , Yuan Wang , Xiaoyan Guo , Tianyu Zhang , Xiang Wang , Xiangnan He

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

Predictive performance of machine learning models trained with empirical risk minimization (ERM) can degrade considerably under distribution shifts. The presence of spurious correlations in training datasets leads ERM-trained models to…

Machine Learning · Computer Science 2023-02-08 Simon Roburin , Charles Corbière , Gilles Puy , Nicolas Thome , Matthieu Aubry , Renaud Marlet , Patrick Pérez

Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…

Optimization and Control · Mathematics 2025-05-28 Daniel Kuhn , Soroosh Shafiee , Wolfram Wiesemann

Training machine learning models robust to distribution shifts is critical for real-world applications. Some robust training algorithms (e.g., Group DRO) specialize to group shifts and require group information on all training points. Other…

Machine Learning · Computer Science 2023-10-13 Amrith Setlur , Don Dennis , Benjamin Eysenbach , Aditi Raghunathan , Chelsea Finn , Virginia Smith , Sergey Levine

Deep neural networks have shown impressive performance in supervised learning, enabled by their ability to fit well to the provided training data. However, their performance is largely dependent on the quality of the training data and often…

Machine Learning · Computer Science 2021-11-11 Abhishek Kumar , Ehsan Amid

We develop and analyze algorithms for distributionally robust optimization (DRO) of convex losses. In particular, we consider group-structured and bounded $f$-divergence uncertainty sets. Our approach relies on an accelerated method that…

Optimization and Control · Mathematics 2022-03-25 Yair Carmon , Danielle Hausler

In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncertainty. However, limited research has explored the…

Machine Learning · Computer Science 2025-10-01 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

Group distributionally robust optimization (GDRO) aims to develop models that perform well across $m$ distributions simultaneously. Existing GDRO algorithms can only process a fixed number of samples per iteration, either 1 or $m$, and…

Machine Learning · Computer Science 2025-05-22 Haomin Bai , Dingzhi Yu , Shuai Li , Haipeng Luo , Lijun Zhang

Learning with Noisy Labels (LNL) has attracted significant attention from the research community. Many recent LNL methods rely on the assumption that clean samples tend to have "small loss". However, this assumption always fails to…

Machine Learning · Computer Science 2022-11-17 MingCai Chen , Yu Zhao , Bing He , Zongbo Han , Bingzhe Wu , Jianhua Yao

Machine learning models often have uneven performance among subpopulations (a.k.a., groups) in the data distributions. This poses a significant challenge for the models to generalize when the proportions of the groups shift during…

Machine Learning · Computer Science 2025-03-11 Rui Qiao , Zhaoxuan Wu , Jingtan Wang , Pang Wei Koh , Bryan Kian Hsiang Low

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

Machine Learning · Computer Science 2024-10-15 Ramnath Kumar , Kushal Majmundar , Dheeraj Nagaraj , Arun Sai Suggala