arXiv:2606. 14648v1 Announce Type: new Abstract: Robust machine learning and optimization rely on the uncertainty model choice.
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.
arXiv:2605.08506v3 Announce Type: replace Abstract: Robust optimization (RO) provides a principled framework for decision-making under uncertainty, but its performance critically depends on the choic...
The paper introduces a distributionally robust method for learning hyperparameters of first‑order convex optimization algorithms. By minimizing a Wasserstein‑robust performance estimation problem over a dataset of problem instances, the approach interpolates between classical learning‑to‑optimize (L2O) and worst‑case PEP design. The authors solve the resulting problem with stochastic gradient descent, provide high‑probability risk bounds, and demonstrate that the learned algorithms outperform both worst‑case optimal and vanilla L2O baselines on logistic regression, LASSO, and linear programming tasks.
arXiv:2307.02719v5 Announce Type: replace Abstract: Uncertainty sampling is a classical active-learning strategy, yet the statistical objective induced by its query rule is often implicit. We introdu...
arXiv:2404. 03578v3 Announce Type: replace Abstract: The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL).
arXiv:2606. 00002v1 Announce Type: new Abstract: Mixed-Integer Linear Programming (MILP) decision engines routinely output nominally optimal plans for high-stakes industrial systems.
arXiv:2610.01980v1 Announce Type: cross Abstract: Decision-focused learning for linear optimization is complicated by the discontinuity of the optimizer, where small cost errors may leave the decisio...
arXiv:2609. 11073v1 Announce Type: cross Abstract: Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error.
The paper investigates binary classification with abstention under separate class‑conditional error constraints, aiming to minimize abstention while keeping both error types below specified thresholds. It derives the distribution‑free minimax rate of excess abstention risk, introduces surrogate‑loss formulations for computational feasibility with models like neural networks, and provides finite‑sample guarantees for excess surrogate ambiguity risk. The authors also formulate the learning task as a constrained optimization problem, analyze its computational complexity in the convex setting, and empirically evaluate the approach against a competing method on several datasets.
arXiv:2505. 04757v2 Announce Type: replace Abstract: This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty.
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.
arXiv:2605. 30089v2 Announce Type: replace Abstract: Standard Set Representation Learning methods typically excel on curated data but often overlook the challenge of inference-time element corruption.