Counterfactual plans under distributional ambiguity

N Bui, D Nguyen, VA Nguyen - arXiv preprint arXiv:2201.12487, 2022 - arxiv.org
Counterfactual explanations are attracting significant attention due to the flourishing
applications of machine learning models in consequential domains. A counterfactual plan …

Variational analysis in the wasserstein space

N Lanzetti, A Terpin, F Dörfler - arXiv preprint arXiv:2406.10676, 2024 - arxiv.org
We study optimization problems whereby the optimization variable is a probability measure.
Since the probability space is not a vector space, many classical and powerful methods for …

Wasserstein distributionally robust control of partially observable linear stochastic systems

A Hakobyan, I Yang - IEEE Transactions on Automatic Control, 2024 - ieeexplore.ieee.org
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in
stochastic systems. While most existing works address inaccurate distributional information …

Distributionally robust fair principal components via geodesic descents

H Vu, T Tran, MC Yue, VA Nguyen - arXiv preprint arXiv:2202.03071, 2022 - arxiv.org
Principal component analysis is a simple yet useful dimensionality reduction technique in
modern machine learning pipelines. In consequential domains such as college admission …

[PDF][PDF] On the generalization error of norm penalty linear regression models

JLM Olea, C Rush, A Velez, J Wiesel - arXiv preprint arXiv, 2022 - researchgate.net
We study linear regression problems infβ∈ Rd(EPn [| Y− X β| r]) 1/r+ δρ (β), with r≥ 1,
convex penalty ρ, and empirical measure of the data Pn. Well known examples include the …

Nonlinear distributionally robust optimization

MR Sheriff, P Mohajerin Esfahani - Mathematical Programming, 2024 - Springer
This article focuses on a class of distributionally robust optimization (DRO) problems where,
unlike the growing body of the literature, the objective function is potentially nonlinear in the …

Distributionally robust optimization with unscented transform for learning-based motion control in dynamic environments

A Hakobyan, I Yang - 2023 IEEE International Conference on …, 2023 - ieeexplore.ieee.org
Safety is one of the main challenges when applying learning-based motion controllers to
practical robotic systems, especially when the dynamics of the robots and their surrounding …

Distributionally robust recourse action

D Nguyen, N Bui, VA Nguyen - arXiv preprint arXiv:2302.11211, 2023 - arxiv.org
A recourse action aims to explain a particular algorithmic decision by showing one specific
way in which the instance could be modified to receive an alternate outcome. Existing …

Distributionally Robust Density Control with Wasserstein Ambiguity Sets

J Pilipovsky, P Tsiotras - arXiv preprint arXiv:2403.12378, 2024 - arxiv.org
Precise control under uncertainty requires a good understanding and characterization of the
noise affecting the system. This paper studies the problem of steering state distributions of …

Minimal Gelbrich distance to uncorrelation

M Borelle, T Alamo, C Stoica, S Bertrand… - IEEE Control …, 2023 - ieeexplore.ieee.org
This letter reports new properties of the Wasserstein/Gelbrich distance and associated
ambiguity sets to analyze the correlation between two scalar random variables. A simple …