{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/bayesian-nonparametrics-meets-data-driven","title":"Bayesian Nonparametrics Meets Data-Driven Distributionally Robust Optimization","arxiv_id":"2401.15771","date":"2024-01-28","proceeding":null,"authors":["Nicola Bariletto","Nhat Ho"],"abstract":"Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample performance due to distributional uncertainty. In the spirit of distributionally robust optimization, we propose a novel robust criterion by combining insights from Bayesian nonparametric (i.e., Dirichlet process) theory and a recent decision-theoretic model of smooth ambiguity-averse preferences. First, we highlight novel connections with standard regularized empirical risk minimization techniques, among which Ridge and LASSO regressions. Then, we theoretically demonstrate the existence of favorable finite-sample and asymptotic statistical guarantees on the performance of the robust optimization procedure. For practical implementation, we propose and study tractable approximations of the criterion based on well-known Dirichlet process representations. We also show that the smoothness of the criterion naturally leads to standard gradient-based numerical optimization. Finally, we provide insights into the workings of our method by applying it to a variety of tasks based on simulated and real datasets.","url_abs":"https://arxiv.org/abs/2401.15771v5","url_pdf":"https://arxiv.org/pdf/2401.15771v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"bayesian-nonparametrics-meets-data-driven","repo_url":"https://github.com/nbariletto/bnp_for_dro","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"binary-classification","task_name":"Binary Classification"}],"methods":[{"method_slug":"linear-regression","method_name":"Linear Regression"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2401.15771","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2401.15771"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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