arXiv Machine Learning

Wasserstein Robust Classification Error: Surrogate Loss Misalignment and Distributional Attacks

The paper investigates Wasserstein distributionally robust optimization (WDRO) for classification, showing that ordering hypotheses by WDRO risk aligns with robust accuracy only for a specific class of loss functions. It demonstrates that common losses like cross‑entropy can misalign robust accuracy and WDRO risk, and introduces Wasserstein distributional attacks (WDA) with a support‑search algorithm to directly evaluate robust accuracy. Experiments on CIFAR‑10, CIFAR‑100, and ImageNet reveal that WDA achieves the lowest adversarial accuracy in most settings.

Hugging Face Trending Papers
Aug 13

Wasserstein Filtering: A Sample Selection Method for Robust Distribution Learning

Given a dataset where a portion of the samples are contaminated, our goal is to recover the underlying clean population distribution. To this end, we propose Wasserstein Filtering (WF), a novel sample selection framework that discards a fraction of suspicious samples and estimates the target distribution using the empirical measure of the remaining data.

arXiv Machine Learning
Jun 30

Wasserstein Distributionally Robust Regret Optimization

arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.

By Lukas-Benedikt Fiechtner, Jose Blanchet
arXiv Machine Learning
1d ago

Conservative neural posterior estimation via distributionally robust training

The paper introduces DRO-NPE, a distributionally robust neural posterior estimation method that replaces the standard NPE objective with a worst‑case loss over a Wasserstein ambiguity set. It presents KL‑based metrics for miscoverage and miscalibration, demonstrating that the DRO‑NPE objective mitigates overfitting and reduces posterior overconfidence. Experiments on benchmark simulation‑based inference tasks show that DRO‑NPE consistently improves coverage and calibration while narrowing the gap between empirical and population NPE loss, especially in low‑simulation regimes.

By William Laplante, Yuga Hikida, Charita Dellaporta, Fran\c{c}ois-Xavier Briol, Ayush Bharti
arXiv Statistics ML
Sep 28

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