LEARNING DISTRIBUTIONALLY ROBUST MODELS AT SCALE VIA COMPOSITE OPTIMIZATION

Farzin Haddadpour, Mohammad Mahdi Kamani, Mehrdad Mahdavi, Amin Karbasi

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model either require solving complex optimization problems such as semidefinite programming or a first-order method whose convergence scales linearly with the number of data samples- which hinders their scalability to large datasets. In this paper, we show how different variants of DRO are simply instances of a finite-sum composite optimization for which we provide scalable methods. We also provide empirical results that demonstrate the effectiveness of our proposed algorithm with respect to the prior art in order to learn robust models from very large datasets.

Original languageEnglish (US)
StatePublished - 2022
Event10th International Conference on Learning Representations, ICLR 2022 - Virtual, Online
Duration: Apr 25 2022Apr 29 2022

Conference

Conference10th International Conference on Learning Representations, ICLR 2022
CityVirtual, Online
Period4/25/224/29/22

All Science Journal Classification (ASJC) codes

  • Language and Linguistics
  • Computer Science Applications
  • Education
  • Linguistics and Language

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