Search arXiv⌕ Search

arXiv · 2609.35541

Learning the Robustness Mechanism with Bilevel Optimization

Abstract

We propose a distributionally robust learning framework where parameters defining the robustness mechanism are learned from held-out data instead of extensively tuned. Using bilevel optimization with both upper and lower level minimax problems, we create two instances of our framework to tackle setups with and without group labels in the training set. Theoretically, we provide sample complexity analysis for our robustness mechanism learning paradigm, showing that it achieves generalization guarantees comparable to exhaustive grid search while being more computationally efficient. Empirically, we evaluate our framework under a challenging setup when both intra-group and inter-group test distribution shifts occur at the same time, thereby demonstrating the efficacy and scalability of our method.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Yiyang Shen, Qihang Lin, Weiran Wang. 2026-09-28. Learning the Robustness Mechanism with Bilevel Optimization. https://arxiv.org/abs/2609.35541

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Robust Budget Pacing with a Single Sample

Major Internet advertising platforms offer budget pacing tools as a standard service for advertisers to manage their ad campaigns. Given the inherent non-stationarity in an advertiser's value and also competing advertisers' values over time, a commonly used approach is to learn a target expenditure plan that specifies a target spend as a function of time, and then run a controller that tracks this plan. This raises the question: how many historical samples are required to learn a good expenditure plan? We study this question by considering an advertiser repeatedly participating in $T$ second-price auctions, where the tuple of her value and the highest competing bid is drawn from an unknown time-varying distribution. The advertiser seeks to maximize her total utility subject to her budget constraint. Prior work has shown the sufficiency of $T\log T$ samples per distribution to achieve the optimal $O(\sqrt{T})$-regret. We dramatically improve this state-of-the-art and show that just one sample per distribution is enough to achieve the near-optimal $\tilde O(\sqrt{T})$-regret, while still being robust to noise in the sampling distributions.

cs.LG↗

Spatio-Temporal Partial Sensing Forecast for Long-term Traffic

Traffic forecasting uses recent measurements by sensors installed at chosen locations to forecast the future road traffic. Existing work either assumes all locations are equipped with sensors or focuses on short-term forecast. This paper studies partial sensing forecast of long-term traffic, assuming sensors are available only at some locations. The problem is challenging due to the unknown data distribution at unsensed locations, the intricate spatio-temporal correlation in long-term forecasting, as well as noise to traffic patterns. We propose a Spatio-temporal Long-term Partial sensing Forecast model (SLPF) for traffic prediction, with several novel contributions, including a rank-based embedding technique to reduce the impact of noise in data, a spatial transfer matrix to overcome the spatial distribution shift from sensed locations to unsensed locations, and a multi-step training process that utilizes all available data to successively refine the model parameters for better accuracy. Extensive experiments on several real-world traffic datasets demonstrate its superior performance. Our source code is at https://github.com/zbliu98/SLPF

cs.LG↗

Active Learning with Imperfect Labels: Optimal Labeler Assignment and Sample Selection

Active Learning (AL) is commonly used in applications where labeling data is expensive or time-consuming. In practice, however, labels are often noisy due to varying labeler expertise and annotation uncertainty, especially for complex or ambiguous samples. Learning from such imperfectly labeled data can degrade classifier performance. We propose an AL framework that explicitly accounts for label noise by optimally assigning labelers and selecting samples to minimize labeling error. Our approach, called OLAS (Optimal Labeler Assignment and Sampling), uses a noise model that depends on both labeler accuracy and model uncertainty to guide these decisions. We develop two tractable optimization formulations: one for assigning samples to labelers to minimize worst-case noise, and another for selecting samples while controlling overall label noise. Theoretical results provide closed-form solutions under mild conditions. Empirical evaluations on benchmark datasets and a real-world warranty claim classification problem show that OLAS achieves the highest or near-highest classification accuracy among existing AL strategies across most settings, using only a single label per sample.

cs.LG↗