Research map / Learning theory and algorithms / Prediction and decision losses
Large-Scale Methods for Distributionally Robust Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use mini-batch gradient estimator (n=50-5K) instead of full-batch subgradient | penalized chi2 DRO · ImageNet | minutes to within 2% of optimum: 380 -> 16.5 | Helped |
| use mini-batch gradient estimator (n=50-5K) instead of full-batch subgradient | penalized chi2 DRO · Digits | minutes to within 2% of optimum: 37.0 -> 4.4 | Helped |
| increase batch size from 5K to 50K (ablation) | mini-batch estimator · ImageNet | minutes to within 2% of optimum: 16.5 -> 50 | Hurt |
| reduce batch size from 50 to 10 (ablation) | mini-batch estimator · Digits | reaches 2% of optimum: 24 -> $\infty$ | Hurt |
| replace mini-batch estimator with MLMC estimator (ablation) | penalized chi2 DRO · ImageNet | reaches 2% of optimum: 16.5 -> $\infty$ | Hurt |
| use DRO instead of tuned-l2 ERM | digit classifier · Digits worst sub-group loss | worst-group log loss: 17.5% to 27% improvement | Helped |
| use DRO instead of ERM | ImageNet linear classifier · ImageNet worst 10 classes vs average | log loss / accuracy: 5--10% worst-class log loss gain; average loss up to 10% worse | Mixed |
Closest papers by meaning
- Stochastic Gradient Methods for Distributionally Robust Optimization with f-divergences (NeurIPS 2016 · similarity 0.91)
- Distributionally Robust Optimization with Bias and Variance Reduction (ICLR 2024 · similarity 0.91)
- Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization (AAAI 2024 · similarity 0.89)
- Distributionally Robust Performative Optimization (NeurIPS 2025 · similarity 0.87)
- Drago: Primal-Dual Coupled Variance Reduction for Faster Distributionally Robust Optimization (NeurIPS 2024 · similarity 0.87)
- Stability and Sharper Risk Bounds with Convergence Rate $\tilde{O}(1/n^2)$ (NeurIPS 2025 · similarity 0.87)
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