Brenier Meets Adversarial Training: Optimal Transport Geometry for Robust Learning
Distributionally robust optimization (DRO) provides a principled framework for learning under distribution shift, but its practical use is hindered by the difficulty of evaluating worst-case risks for nonconvex loss functions. We study a penalized DRO formulation in which the adversary may choose any distribution but incurs a Wasserstein penalty for deviating from the empirical distribution. … Read more