arXiv Machine Learning

Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference

arXiv:2606. 00320v1 Announce Type: new Abstract: We present an online, distribution-free framework for controlling the Conditional Value-at-Risk (CVaR), extending conformal tail risk control to non-stationary and adversarial environments.

arXiv AI
Jul 3

Conformal Policy Control

arXiv:2603. 02196v3 Announce Type: replace Abstract: An agent must try new behaviors to explore and improve.

By Drew Prinster, Clara Fannjiang, Ji Won Park, Kyunghyun Cho, Anqi Liu, Suchi Saria, Samuel Stanton
arXiv Machine Learning
Jun 11

Calibrating Decision Robustness via Inverse Conformal Risk Control

arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.

By Wenbin Zhou, Shixiang Zhu
arXiv AI
Jul 29

Generative Distributionally Robust Optimization

arXiv:2607. 24983v1 Announce Type: cross Abstract: Generative models are increasingly adopted in distributionally robust optimization (DRO), but existing approaches trade off model compatibility and adversarial structure: methods that accept arbitrary samplers do not restrict worst-case laws to a generator family, while generator-parameterized adversaries rely on model-specific access such as likelihoods, scores, or training data.

By Ziwei Zhang, Jonathan Yu-Meng Li, Zhihao Jin
arXiv Machine Learning
Jun 3

Data- and Variance-dependent Regret Bounds for Online Tabular MDPs

arXiv:2602. 01903v2 Announce Type: replace Abstract: This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent regret bounds in the stochastic regime.

By Mingyi Li, Taira Tsuchiya, Kenji Yamanishi
arXiv AI
Jul 7

Safe RLHF Beyond Expectation: Stochastic Dominance for Universal Spectral Risk Control

arXiv:2603. 10938v2 Announce Type: replace-cross Abstract: Safe Reinforcement Learning from Human Feedback (RLHF) typically enforces safety through expected cost constraints, but the expectation captures only a single statistic of the cost distribution and fails to account for distributional uncertainty, particularly under heavy tails or rare catastrophic events.

By Yaswanth Chittepu, Ativ Joshi, Rajarshi Bhattacharjee, Scott Niekum
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