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 Statistics ML
6d ago

Brenier Meets Adversarial Training: Optimal Transport Geometry for Robust Learning

The paper introduces a penalized distributionally robust optimization framework that allows an adversary to choose any distribution while incurring a Wasserstein penalty for deviating from the empirical distribution. It shows that the adversary’s problem can be reformulated as optimizing transport maps that push empirical samples to adversarial ones, proving that optimal maps are cyclically monotone. The authors argue that standard per-sample adversarial training violates this property and propose two remedies—multi-start particle ascent and input-convex neural network parameterization—to enforce cyclical monotonicity, demonstrating improved robustness and generalization in experiments on regression, image classification, and control tasks.

By Alireza Abdollahpoorrostam, Ehsan Sharifian, Buse \c{S}en, Marco Cuturi, Daniel Kuhn
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