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
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:2605. 00155v3 Announce Type: replace Abstract: Reinforcement learning from human feedback (RLHF) is a central post-training tool for aligning large language models, but its training reward is only a learned proxy for true human utility.
By Yikai Wang, Shang Liu, Jose Blanchet
arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.
By Yiyan Huang, Cheuk Hang Leung, Qi Wu, Zhiheng Zhang
arXiv:2412. 20556v2 Announce Type: replace-cross Abstract: We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization problem.
By Linglingzhi Zhu, Yunqin Zhu, Yao Xie
arXiv:2502. 17602v2 Announce Type: replace-cross Abstract: We study a class of stochastic nonsmooth optimization problems in which an outer variable minimizes the expectation of a pointwise maximum.
By Wei Liu, Muhammad Khan, Gabriel Mancino-Ball, Yangyang Xu