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math.OC2023
Smoothed -Divergence Distributionally Robust Optimization
Zhenyuan Liu, Bart P. G. Van Parys, Henry Lam
In data-driven optimization, sample average approximation (SAA) is known to suffer from the so-called optimizer's curse that causes an over-optimistic evaluation of the solution pe…
stat.ML2023★ 2 cited
Certified Robust Neural Networks: Generalization and Corruption Resistance
Amine Bennouna, Ryan Lucas, Bart Van Parys
Recent work have demonstrated that robustness (to "corruption") can be at odds with generalization. Adversarial training, for instance, aims to reduce the problematic susceptibilit…