arXiv:2609. 39449v1 Announce Type: new Abstract: Distributionally robust optimization (DRO) studies parameter estimation under uncertainty in the underlying probability distribution and has emerged as a principled framework for analyzing robustness and generalization.
By Elis Stefansson, David V\"avinggren, Ant\^onio H. Ribeiro
arXiv:2509. 09371v2 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) protects statistical learning against distributional shifts by optimizing the worst-case performance over a set of perturbed distributions.
By Zitao Wang, Nian Si, Molei Liu
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).
By Miao Lu, Han Zhong, Tong Zhang, Jose Blanchet
arXiv:2209. 01754v5 Announce Type: replace-cross Abstract: The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed.
By Roshni Sahoo, Lihua Lei, Stefan Wager
arXiv:2608. 00701v1 Announce Type: cross Abstract: Reweighting source samples to match a target covariate distribution is a standard response to distribution shift when generalizing evidence from one population to another.
By Ying Jin, Ying Jin, Dominik Rothenh\"ausler
arXiv:2602. 20971v3 Announce Type: replace-cross Abstract: Bubeck and Selke (2021) propose the connection between the Law of Robustness and robust generalization error as an open problem.
By Mihir More, Aritra Das, Jaee Ponde, Himadri Mandal, Vishnu Varadarajan, Debayan Gupta
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:2606. 30230v1 Announce Type: cross Abstract: Learned reconstruction operators for inverse problems are typically trained under a fixed noise model, and generalize poorly when the distribution during testing differs from the one assumed during training.
By Floor van Maarschalkerwaart, Subhadip Mukherjee, Christoph Brune, Marcello Carioni
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.
By Vinit Ranjan, Jisun Park, Bartolomeo Stellato
arXiv:2609. 11918v1 Announce Type: new Abstract: Generalization under distribution shift remains a core challenge in modern machine learning, yet existing learning bound theory is limited to narrow, idealized settings and is non-estimable from samples.
By Hongbo Chen, Li Charlie Xia
arXiv:2609.27546v1 Announce Type: cross
Abstract: Score-based diffusion models are increasingly considered in settings where the underlying data distribution may differ from the training distribution...
By Wei Luo, Neil K. Chada, Shijie Zhang, Lu Yu
arXiv:2607. 09820v1 Announce Type: new Abstract: Predict-then-optimize systems usually compress uncertainty into a point forecast and then solve a downstream optimization problem as if the forecast were reliable.
By Junjie Guo