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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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195389584778 · Jun 202019922001200920172026
48 results for distributional robustness

Robust test for distributions under Hellinger distance, simpler than optimal tests.

problem Testing and estimating distributions robustly under Hellinger distance.
method Simple robust hypothesis test with optimal sample complexity, robust to Hellinger distance perturbations.
result Empirically demonstrated robustness and power of the test on canonical distributions.

RATIO improves neural network robustness and explainability.

problem Neural networks' lack of robustness to adversarial changes and uncertainty on out-distribution samples.
method RATIO: Adversarial Training on In- and Out-distribution.
result RATIO leads to robust models with reliable confidence estimates on out-distribution samples.

Paper finds robust ΛΛ-quantiles equal to extremal distributions.

problem Investigating robust models for ΛΛ-quantiles with partial loss information.
method Extending classical quantiles using ΛΛ-quantiles and applying results from robust quantiles.
result Robust ΛΛ-quantiles equal to ΛΛ-quantiles of extremal distributions.

Proposes a new method for nonlinear models with robustness guarantees.

problem Distributional robustness in nonlinear models with causality.
method Representation learning and identifiable representation learning.
result First causality-inspired robustness method with finite-radius guarantees in nonlinear settings.

Study shows current image classification models lack robustness to real-world dataset shifts.

problem Robustness of current image classification models to natural distribution shifts in real datasets.
method Evaluation of 204 ImageNet models in 213 different test conditions.
result Little to no transfer of robustness from synthetic to natural distribution shifts.

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of magnitude. We analyze the robustness property of DRL, showing that DRL not only…

2014-09-21abs ↗pdf ↗

The paper connects three machine learning methods to reduce generalization errors.

problem Reducing generalization errors in machine learning models.
method Distributionally robust optimization, Bayesian methods, and regularization.
result Machine learning models can be characterized using distributional uncertainty and robustness measures.

Proposes DRIG for robust predictions using noise interventions.

problem Developing robust prediction models against distribution shifts.
method Distributional Robustness via Invariant Gradients (DRIG) exploiting general noise interventions.
result DRIG yields robust predictions among a data-dependent class of distribution shifts.

The paper studies robust risk measures with linear penalties under uncertain distributions.

problem Risk measurement under distributional uncertainty.
method Robust distortion risk measures with linear penalty function under distributional constraints.
result Explicit characterization of optimal quantile distribution and value function.

Study evaluates methods for improving model robustness to various real-world distribution shifts.

problem Improving model robustness to real-world distribution shifts like geographic changes.
method Introduced new datasets and evaluated existing methods on four types of shifts (style, blurriness, location, camera operation).
result Data augmentations and larger models can improve robustness on real-world distribution shifts, contrary to prior claims.

Combines adversarial and interventional robustness for machine learning models.

problem Designing robust models for distribution shifts in machine learning.
method RISe formulation using distributionally robust optimization.
result Demonstrates efficacy of RISe approach with synthetic and real-world datasets.

TAET tackles long-tailed distributions in adversarial robustness.

problem Long-tailed distributions complicate adversarial robustness in real-world applications.
method TAET integrates an initial stabilization phase followed by a stratified equalization adversarial training phase.
result TAET achieves significant improvements in robustness and efficiency.

New algorithm identifies near-optimal policies in adversarial distributed RL settings.

problem Adversarial agents in distributed RL settings that can collude and report arbitrary data.
method Weighted-Clique algorithm for robust mean estimation from batches, combined with novel distributed algorithms.
result Achieves superior robustness guarantees and near-optimal sample complexities in both offline and online settings.

This work proves intrinsic robustness bounds for natural image distributions.

problem Understanding the robustness of natural image distributions against adversarial attacks.
method Assumes natural image distributions are captured by conditional generative models and proves robustness bounds for classifiers.
result Shows a large gap between theoretical robustness limits and current state-of-the-art adversarial robustness.

We consider the problems of robust PAC learning from distributed and streaming data, which may contain malicious errors and outliers, and analyze their fundamental complexity questions. In particular, we establish lower bounds on the communication complexity for distributed robust learning performed on multiple machine…

2017-03-30abs ↗pdf ↗

Unsupervised learning representations generalize better than supervised learning under distribution shifts.

problem Robustness of unsupervised representations to distribution shift.
method Extensive evaluation on synthetic and realistic datasets, including controllable domain generalization datasets.
result Unsupervised representations learned from SSL and AE generalize better than supervised learning under various distribution shifts.

A new framework for performative prediction robust to distributional misspecification.

problem Performative prediction models can be influenced by their own predictions, leading to suboptimal outcomes.
method Introduces distributionally robust performative prediction (DRPO) to approximate the true performative optimum (PO) robustly.
result DRPO provides provable guarantees as a robust approximation to the true PO when the nominal distribution map is misspecified.

The paper develops robust risk measures for uncertain loss positions.

problem Risk assessment for loss positions with uncertain distributions.
method Robust optimized certainty equivalents and generalized quantiles are proposed and analyzed.
result Robust expectiles with specific penalization functions are coherent risk measures.

Develops fair classifiers robust to training distribution perturbations.

problem Ensuring fairness in classifiers robust to training data perturbations.
method Formulates a min-max objective function to minimize distributionally robust training loss while maintaining fairness for perturbed distributions. Uses an iterative online learning algorithm to find a fair and robust classifier.
result Our classifier maintains fairness and accuracy for a wide range of perturbations compared to state-of-the-art fair classifiers.

Expands robust profit opportunities to include distributional uncertainty.

problem Distributional uncertainty in financial markets.
method Formulates infinite dimensional primal problems, simplifies to finite dimensional dual problems using Wasserstein distance.
result Distributional uncertainty can enhance robustness of profit opportunities.

Proposes MRO to achieve uniformly low regret in distributionally robust learning.

problem Learning under unknown test distributions (distribution shift).
method Minimax Regret Optimization (MRO) for robust machine learning.
result MRO achieves uniformly low regret across all test distributions.

Paper develops a robust Bayesian optimization method for noisy zeroth-order settings.

problem Achieving robustness to distributional shift in machine learning.
method Distributionally robust Bayesian optimization (DRBO) algorithm for noisy zeroth-order optimization.
result DRBO algorithm provably obtains sub-linear robust regret in various settings.

Paper improves statistical efficiency of median-of-means estimator for Byzantine robust distributed inference.

problem Byzantine robustness in distributed learning systems.
method Variance reduced median-of-means (VRMOM) estimator for Byzantine robust distributed inference.
result Achieves a fast convergence rate with only a constant number of rounds of communications.

Proposes two-stage robust and sparse distributed inference for large-scale data.

problem Statistical inference in large-scale, high-dimensional, and outlier-contaminated data.
method Two-stage approach: model selection with robust Lasso, fusion of local selections, and bootstrap methods for inference.
result Robust and computationally efficient inference procedures for variable selection, confidence intervals, and standard deviation approximations.

New framework for robust regularization under uncertain data distributions.

problem Addressing ill-posed inverse problems and statistical estimation under distributional uncertainty.
method Distributionally robust optimal regularization using convex duality.
result Identifies robust regularizers that remain effective under data distributional perturbations.

Paper develops efficient algorithms for robust distributed learning with statistical guarantees.

problem Limited communication power and adversarial node behaviors in distributed learning.
method Surrogate likelihood framework and median/trimmed mean operations.
result Provable robustness against Byzantine failures and optimal statistical rates.

New aggregation methods improve robustness and efficiency in distributed learning.

problem Outliers and malicious agents compromise traditional averaging in distributed learning.
method Developed statistically efficient and robust aggregation schemes based on median and trimmed mean variations.
result Achieved higher sample efficiency compared to traditional robust aggregation schemes.

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

The paper tackles robust classification trees for distribution shifts, improving accuracy in public health and social work.

problem Learning robust classification trees for high-stakes settings with distribution shifts.
method Mixed-integer robust optimization technology to reformulate as a two-stage linear robust optimization problem.
result Increase of up to 12.48% in worst-case accuracy and 4.85% in average-case accuracy.

K-means clustering improved for robustness to outliers and distribution shifts.

problem K-means is brittle to outliers, distribution shifts, and limited samples.
method Developed a distributionally robust variant using Wasserstein-2 ball around the empirical distribution.
result Substantial gains in outlier detection and robustness to noise demonstrated.

Paper quantifies distortion risk measures' robustness to distributional uncertainty.

problem Quantifying risk measures' robustness to distributional uncertainty.
method Employing isotonic projections, the paper derives bounds on distortion risk measures' values.
result Sharp bounds on distortion risk measures' values are provided, especially for Value-at-Risk and Range-Value-at-Risk.

Improved normalising flows using Student's t-distribution for robust training.

problem Training deep probabilistic models with robust statistics.
method Propose Student's t-distribution as a robust alternative to Gaussian in normalising flows.
result Improved robustness and reduced generalization gap with Student's t-distribution.

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian αα-stable distribution received much interest in the literature. Here, we introduce a type of expectation maximization algorithm that e…

2017-01-24abs ↗pdf ↗