Distributionally Robust Deep Learning using Hardness Weighted Sampling

Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a generalization of Empirical Risk Minimization (ERM). However, its use in deep learning has been severely restricted due to the relative inefficiency of the optimizers available for DRO in comparison to the wide-spread variants of Stochastic Gradient Descent (SGD)...