相关论文: Tikhonov Regularization is Optimal Transport Robus…

Optimal transport is a powerful framework for the efficient allocation of resources between sources and targets. However, traditional models often struggle to scale effectively in the presence of large and heterogeneous populations. In this…

We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…

Distributionally robust optimization (DRO) can improve the robustness and fairness of learning methods. In this paper, we devise stochastic algorithms for a class of DRO problems including group DRO, subpopulation fairness, and empirical…

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…

Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…

It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…

Distributional robustness is a promising framework for training deep learning models that are less vulnerable to adversarial examples and data distribution shifts. Previous works have mainly focused on exploiting distributional robustness…

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

In multi-task reinforcement learning, it is possible to improve the data efficiency of training agents by transferring knowledge from other different but related tasks. Because the experiences from different tasks are usually biased toward…

Structuring ambiguity sets in Wasserstein-based distributionally robust optimization (DRO) can improve their statistical properties when the uncertainty consists of multiple independent components. The aim of this paper is to solve…

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

Few-shot learning requires models to generalize under limited supervision while remaining robust to distribution shifts. Existing Sinkhorn Distributionally Robust Optimization (DRO) methods provide theoretical guarantees but rely on a fixed…

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

This paper studies a robust utility maximization problem for intractable claims under distributional ambiguity, where the distribution of the claim cannot be inferred from market information and its dependence with tradable assets is…

This paper deals with a Tikhonov regularized second-order inertial dynamical system that incorporates time scaling, asymptotically vanishing damping and Hessian-driven damping for solving convex optimization problems. Under appropriate…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…

A policy is said to be robust if it maximizes the reward while considering a bad, or even adversarial, model. In this work we formalize two new criteria of robustness to action uncertainty. Specifically, we consider two scenarios in which…