Related papers: Statistical Guarantees for Distributionally Robust…
Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in…
In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules…
We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…
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…
Robustness and safety are critical for the trustworthy deployment of deep reinforcement learning. Real-world decision making applications require algorithms that can guarantee robust performance and safety in the presence of general…
Wasserstein distance-based distributionally robust optimization (DRO) has received much attention lately due to its ability to provide a robustness interpretation of various learning models. Moreover, many of the DRO problems that arise in…
We analyze the properties of adversarial training for learning adversarially robust halfspaces in the presence of agnostic label noise. Denoting $\mathsf{OPT}_{p,r}$ as the best robust classification error achieved by a halfspace that is…
Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…
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…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle.…
Square-root (loss) regularized models have recently become popular in linear regression due to their nice statistical properties. Moreover, some of these models can be interpreted as the distributionally robust optimization counterparts of…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
Offline reinforcement learning (RL) aims to learn an optimal policy from a static dataset, making it particularly valuable in scenarios where data collection is costly, such as robotics. A major challenge in offline RL is distributional…
The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…
Data used to train machine learning models can be adversarial--maliciously constructed by adversaries to fool the model. Challenge also arises by privacy, confidentiality, or due to legal constraints when data are geographically gathered…
Deep neural networks, particularly in vision tasks, are notably susceptible to adversarial perturbations. To overcome this challenge, developing a robust classifier is crucial. In light of the recent advancements in the robustness of…
While solutions of Distributionally Robust Optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the Sample Average Approximation (SAA), there is no guarantee. In this paper, we introduce a class of…
Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…
Distributionally robust optimization (DRO) is an effective framework for controlling real-world systems with various uncertainties, typically modeled using distributional uncertainty balls. However, DRO problems often involve infinitely…