Sinkhorn Distributionally Robust Optimization

24 September 2021

Yao Xie

Papers citing "Sinkhorn Distributionally Robust Optimization"

24 / 24 papers shown

Title
Nested Stochastic Gradient Descent for (Generalized) Sinkhorn Distance-Regularized Distributionally Robust Optimization Y. Yang Yi Zhou Zhaosong Lu 37 0 0 29 Mar 2025
A stochastic smoothing framework for nonconvex-nonconcave min-sum-max problems with applications to Wasserstein distributionally robust optimization Wei Liu Muhammad Khan Gabriel Mancino-Ball Yangyang Xu 32 0 0 24 Feb 2025
$$\texttt{skwdro}$: a library for Wasserstein distributionally robust machine learning$ $\texttt{skwdro}$ : a library for Wasserstein distributionally robust machine learning Florian Vincent Waïss Azizian F. Iutzeler J. Malick OOD 48 0 0 28 Oct 2024
Evaluating Model Performance Under Worst-case Subpopulations Mike Li Hongseok Namkoong Shangzhou Xia 35 17 0 01 Jul 2024
Statistical and Computational Guarantees of Kernel Max-Sliced Wasserstein Distances Jie Wang M. Boedihardjo Yao Xie 33 0 0 24 May 2024
Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization Qi Zhang Yi Zhou Ashley Prater-Bennette Lixin Shen Shaofeng Zou 37 3 0 01 Apr 2024
Non-Convex Robust Hypothesis Testing using Sinkhorn Uncertainty Sets Jie Wang Rui Gao Yao Xie 32 1 0 21 Mar 2024
Unveiling the Potential of Robustness in Evaluating Causal Inference Models Yiyan Huang Cheuk Hang Leung Siyi Wang Yijun Li Qi Wu OOD CML 24 0 0 28 Feb 2024
Flow-based Distributionally Robust Optimization Chen Xu Jonghyeok Lee Xiuyuan Cheng Yao Xie OOD 24 4 0 30 Oct 2023
Contextual Stochastic Bilevel Optimization Yifan Hu Jie Wang Yao Xie Andreas Krause Daniel Kuhn 24 11 0 27 Oct 2023
Wasserstein Distributionally Robust Policy Evaluation and Learning for Contextual Bandits Yi Shen Pan Xu Michael M. Zavlanos OffRL 26 5 0 15 Sep 2023
Unifying Distributionally Robust Optimization via Optimal Transport Theory Jose H. Blanchet Daniel Kuhn Jiajin Li Bahar Taşkesen OT 16 11 0 10 Aug 2023
Provably Convergent Policy Optimization via Metric-aware Trust Region Methods Jun Song Niao He Lijun Ding Chaoyue Zhao 15 3 0 25 Jun 2023
End-to-End Learning for Stochastic Optimization: A Bayesian Perspective Yves Rychener Daniel Kuhn Tobias Sutter OOD BDL 17 10 0 07 Jun 2023
Nonlinear Distributionally Robust Optimization Mohammed Rayyan Sheriff Peyman Mohajerin Esfahani 21 2 0 05 Jun 2023
Exact Generalization Guarantees for (Regularized) Wasserstein Distributionally Robust Models Waïss Azizian F. Iutzeler J. Malick OOD 23 7 0 26 May 2023
A Guide Through the Zoo of Biased SGD Yury Demidovich Grigory Malinovsky Igor Sokolov Peter Richtárik 23 22 0 25 May 2023
Stochastic Approximation Approaches to Group Distributionally Robust Optimization Lijun Zhang Peng Zhao Zhen-Hua Zhuang Tianbao Yang Zhihong Zhou 23 6 0 18 Feb 2023
Variable Selection for Kernel Two-Sample Tests Jie Wang Santanu S. Dey Yao Xie 20 4 0 15 Feb 2023
Stochastic Constrained DRO with a Complexity Independent of Sample Size Q. Qi Jiameng Lyu Kung-Sik Chan E. Bai Tianbao Yang 50 14 0 11 Oct 2022
Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints Jiajin Li Si-Jian Lin Jose H. Blanchet Viet Anh Nguyen OOD 31 11 0 04 Oct 2022
Holistic Robust Data-Driven Decisions Amine Bennouna Bart P. G. Van Parys Ryan Lucas OOD 25 21 0 19 Jul 2022
Wasserstein Distributionally Robust Optimization with Wasserstein Barycenters Tim Tsz-Kit Lau Han Liu OOD 19 2 0 23 Mar 2022
A Data-Driven Approach to Robust Hypothesis Testing Using Sinkhorn Uncertainty Sets Jie Wang Yao Xie 22 15 0 09 Feb 2022