arXiv Machine Learning By Pedro Chumpitaz-Flores, My Duong, Juan S. Borrero, Kaixun Hua

Which Directions Matter? Sparse Design for Affine Robust Optimization

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arXiv:2606. 14648v1 Announce Type: new Abstract: Robust machine learning and optimization rely on the uncertainty model choice.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

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 Machine Learning
4d ago

Learning Distributionally Robust First-Order Methods for Convex Optimization

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