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.

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Open access
Green open access

Cite this article

APA 7

Shen, Y., Lin, Q., & Wang, W. (2026). Learning the Robustness Mechanism with Bilevel Optimization. https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization

MLA 9

Shen, Yiyang, et al. "Learning the Robustness Mechanism with Bilevel Optimization." https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization.

Chicago (author–date)

Shen, Yiyang, Qihang Lin, and Weiran Wang. 2026. "Learning the Robustness Mechanism with Bilevel Optimization." https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization.

Harvard

Shen, Y., Lin, Q. and Wang, W. (2026) 'Learning the Robustness Mechanism with Bilevel Optimization', Available at: https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization.

Vancouver

Shen Y, Lin Q, Wang W. Learning the Robustness Mechanism with Bilevel Optimization. https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization

IEEE

Y. Shen, Q. Lin, and W. Wang, "Learning the Robustness Mechanism with Bilevel Optimization," https://omanscience.com/en/articles/learning-the-robustness-mechanism-with-bilevel-optimization.