相关论文: A First-Order Algorithmic Framework for Wasserstei…

Predict-then-Optimize (PTO) pipelines are widely employed in computing and networked systems, where Machine Learning (ML) models are used to predict critical contextual information for downstream decision-making tasks such as cloud LLM…

As machine learning models are deployed ever more broadly, it becomes increasingly important that they are not only able to perform well on their training distribution, but also yield accurate predictions when confronted with distribution…

We propose a distributionally robust logistic regression model with an unfairness penalty that prevents discrimination with respect to sensitive attributes such as gender or ethnicity. This model is equivalent to a tractable convex…

We propose a novel method for semi-supervised learning (SSL) based on data-driven distributionally robust optimization (DRO) using optimal transport metrics. Our proposed method enhances generalization error by using the unlabeled data to…

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the underlying probability distribution is unknown and observed…

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…

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…

In federated learning, participating clients typically possess non-i.i.d. data, posing a significant challenge to generalization to unseen distributions. To address this, we propose a Wasserstein distributionally robust optimization scheme…

In this paper, we investigate distributionally robust model order reduction for linear, discrete-time, time-invariant systems. The external input is assumed to follow an uncertain distribution within a Wasserstein ambiguity set. We begin by…

We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows…

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…

The probabilistic diffusion model (DM), generating content by inferencing through a recursive chain structure, has emerged as a powerful framework for visual generation. After pre-training on enormous data, the model needs to be properly…

Asset Liability Management (ALM) represents a fundamental challenge for financial institutions, particularly pension funds, which must navigate the tension between generating competitive investment returns and ensuring the solvency of…

In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind generation curtailment and line overload, are embedded into the…

This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…

This study addresses a class of linear mixed-integer programming (MILP) problems that involve uncertainty in the objective function parameters. The parameters are assumed to form a random vector, whose probability distribution can only be…

We study a class of generalized linear programs (GLP) in a large-scale setting, which includes simple, possibly nonsmooth convex regularizer and simple convex set constraints. By reformulating (GLP) as an equivalent convex-concave min-max…