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相关论文: A Distributionally Robust Optimisation Approach to…

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Developing classification methods with high accuracy that also avoid unfair treatment of different groups has become increasingly important for data-driven decision making in social applications. Many existing methods enforce fairness…

机器学习 · 计算机科学 2020-10-15 Ashkan Rezaei , Rizal Fathony , Omid Memarrast , Brian Ziebart

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…

最优化与控制 · 数学 2021-08-16 Shengyi He , Henry Lam

This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…

最优化与控制 · 数学 2020-09-22 Qi Wu , Shumin Ma , Cheuk Hang Leung , Wei Liu , Nanbo Peng

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…

机器学习 · 计算机科学 2025-10-28 Jiaqi Wen , Jianyi Yang

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

机器学习 · 统计学 2018-05-14 Ruidi Chen , Ioannis Ch. Paschalidis

In the current landscape of ever-increasing levels of digitalization, we are facing major challenges pertaining to scalability. Recommender systems have become irreplaceable both for helping users navigate the increasing amounts of data…

信息检索 · 计算机科学 2024-04-03 Bjørnar Vassøy , Helge Langseth

Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…

机器学习 · 计算机科学 2021-10-12 Anna P. Meyer , Aws Albarghouthi , Loris D'Antoni

In recent years, automated data-driven decision-making systems have enjoyed a tremendous success in a variety of fields (e.g., to make product recommendations, or to guide the production of entertainment). More recently, these algorithms…

机器学习 · 计算机科学 2019-03-27 Sina Aghaei , Mohammad Javad Azizi , Phebe Vayanos

Credit risk scoring must support high-stakes lending decisions where data distributions change over time, probability estimates must be reliable, and group-level fairness is required. While modern machine learning models improve default…

风险管理 · 定量金融 2026-03-10 Srikumar Nayak

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…

机器学习 · 统计学 2021-08-23 Ruidi Chen , Ioannis Ch. Paschalidis

Quick response is a widely adopted strategy to mitigate overproduction in the manufacturing industry, yet recent research reveals a counter-intuitive paradox: while it reduces waste from unsold finished goods, it may incentivize firms to…

最优化与控制 · 数学 2026-02-11 Panayotis P. Papavassilopoulos , Grani A. Hanasusanto , Yijie Wang

Machine learning models are increasingly being used in important decision-making software such as approving bank loans, recommending criminal sentencing, hiring employees, and so on. It is important to ensure the fairness of these models so…

机器学习 · 计算机科学 2020-09-23 Sumon Biswas , Hridesh Rajan

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…

机器学习 · 计算机科学 2022-04-14 Paul Michel , Tatsunori Hashimoto , Graham Neubig

Fairness is essential for machine learning systems deployed in high-stake applications. Among all fairness notions, individual fairness, deriving from a consensus that `similar individuals should be treated similarly,' is a vital notion to…

机器学习 · 计算机科学 2023-05-25 Peizhao Li , Ethan Xia , Hongfu Liu

Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are…

机器学习 · 计算机科学 2018-11-16 Hadi Elzayn , Shahin Jabbari , Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Zachary Schutzman

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…

Multi-label classification (MLC) often suffers from performance disparities across labels. We propose \textbf{FairPO}, a framework combining preference-based loss and group-robust optimization to improve fairness by targeting…

机器学习 · 计算机科学 2025-12-01 Soumen Kumar Mondal , Prateek Chanda , Akshit Varmora , Ganesh Ramakrishnan

Classification algorithms are increasingly used in areas such as housing, credit, and law enforcement in order to make decisions affecting peoples' lives. These algorithms can change individual behavior deliberately (a fraud prediction…

理论经济学 · 经济学 2023-07-06 Elizabeth Maggie Penn , John W. Patty

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Fair machine learning is receiving an increasing attention in machine learning fields. Researchers in fair learning have developed correlation or association-based measures such as demographic disparity, mistreatment disparity, calibration,…

计算机与社会 · 计算机科学 2019-11-20 Wen Huang , Yongkai Wu , Lu Zhang , Xintao Wu