arXiv AI

Decision-Weighted Flow Matching for Contextual Stochastic Optimization

arXiv:2606. 16790v1 Announce Type: cross Abstract: Conditional generative models are increasingly used as scenario generators for stochastic optimization, but standard training objectives emphasize uniform distributional fit rather than the downstream decisions induced by generated scenarios.

arXiv Machine Learning
6d ago

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet