相关论文: Distributionally Robust Submodular Maximization

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

This article focuses on a class of distributionally robust optimization (DRO) problems where, unlike the growing body of the literature, the objective function is potentially nonlinear in the distribution. Existing methods to optimize…

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…

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…

We consider the problem of training a classification model with group annotated training data. Recent work has established that, if there is distribution shift across different groups, models trained using the standard empirical risk…

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…

DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others.…

We study the problem of maximizing a monotone submodular function subject to a cardinality constraint $k$, with the added twist that a number of items $\tau$ from the returned set may be removed. We focus on the worst-case setting…

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…

Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…

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…

It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…

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…

This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Out-of-distribution (OOD) generalization is a challenging machine learning problem yet highly desirable in many high-stake applications. Existing methods suffer from overly pessimistic modeling with low generalization confidence. As…

Submodular optimization has numerous applications such as crowdsourcing and viral marketing. In this paper, we study the fundamental problem of non-negative submodular function maximization subject to a $k$-system constraint, which…

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…