Publications by Daniel Kuhn | EPFL Graph Search

Global Group Fairness in Federated Learning via Function Tracking

We investigate group fairness regularizers in federated learning, aiming to train a globally fair model in a distributed setting. Ensuring global fairness in distributed training presents unique challenges, as fairness regularizers typically involve probab ...

2025

Distributionally Robust Optimization

Daniel Kuhn, Wolfram Wiesemann

Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set, that is, a fami ...

Oxford University Press (OUP)2025

Distributionally Robust Optimal Allocation with Costly Verification

Daniel Kuhn

We consider the mechanism design problem of a principal allocating a single good to one of several agents without monetary transfers. Each agent desires the good and uses it to create value for the principal. We designate this value as the agent's private ...

2025

Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Wolfram Wiesemann, Zhi Chen

We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand side uncertainty, our reformulation amounts to a mixed ...

2024

Reliable Frequency Regulation through Vehicle-to-Grid: Encoding Legislation with Robust Constraints

François Richard Vuille, Dirk Lauinger, Daniel Kuhn

Problem definition: Vehicle-to-grid increases the low utilization rate of privately owned electric vehicles by making their batteries available to electricity grids. We formulate a robust optimization problem that maximizes a vehicle owner’s expected profi ...

2024

A Planner-Trader Decomposition for Multi-Market Hydro Scheduling

Daniel Kuhn, Napat Rujeerapaiboon, Kilian Schindler, Wolfram Wiesemann

Peak/off-peak spreads on European electricity forward and spot markets are eroding due to the ongoing nuclear phaseout and the steady growth in photovoltaic capacity. The reduced profitability of peak/off- peak arbitrage forces hydropower producers to reco ...

2024

A Large Deviations Perspective on Policy Gradient Algorithms

Daniel Kuhn, Wouter Jongeneel, Mengmeng Li

Motivated by policy gradient methods in the context of reinforcement learning, we derive the first large deviation rate function for the iterates generated by stochastic gradient descent for possibly non-convex objectives satisfying a Polyak-Łojasiewicz co ...

2024

Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions

Daniel Kuhn, Napat Rujeerapaiboon, Cagil Kocyigit

We study a robust auction design problem with a minimax regret objective, where a seller seeks a mechanism for selling multiple items to multiple anonymous bidders with additive values. The seller knows that the bidders' values range over a box uncertainty ...

2024

Small Errors in Random Zeroth-Order Optimization are Imaginary

Daniel Kuhn, Wouter Jongeneel

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some noisy gradient estimator that can be computed from a small number of function evaluations. This estimator is constructed ra ...

Society for Industrial & Applied Mathematics (SIAM)2024

Multi-Period Optimal Power Flow: Convex Relaxations and Parallel Algorithms

Daniel Kuhn, Tianshu Yang

Ensuring reliable operation in power grids given the complexity of modern electricity networks with increasing demands, varying generation and flows present significant computational challenges. Addressing these challenges, we develop efficient methods for ...

Institute of Electrical and Electronics Engineers Inc.2024

A Pareto Dominance Principle for Data-Driven Optimization

Daniel Kuhn, Tobias Sutter

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

2024

Frequency Regulation with Storage: On Losses and Profits

François Richard Vuille, Dirk Lauinger, Daniel Kuhn

Low-carbon societies will need to store vast amounts of electricity to balance intermittent generation from wind and solar energy, for example, through frequency regulation. Here, we derive an analytical solution to the decision-making problem of storage o ...

2024

End-to-End Learning for Stochastic Optimization: A Bayesian Perspective

Daniel Kuhn, Yves Rychener, Tobias Sutter

We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the insights of this an ...

2023

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

Peyman Mohajerin Esfahani, Viet Anh Nguyen, Daniel Kuhn, Soroosh Shafieezadeh Abadeh

We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing a ...

2023

Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Bahar Taskesen

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, ...

2023

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Wolfram Wiesemann, Zhi Chen

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem parameters affec ...

2023

PIQP: A Proximal Interior-Point Quadratic Programming Solver

Colin Neil Jones, Daniel Kuhn, Yuning Jiang, Roland Schwan

This paper presents PIQP, a high-performance toolkit for solving generic sparse quadratic programs (QP). Combining an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM), the algorithm can handle ill-conditioned convex QP p ...

IEEE2023

Discrete Optimal Transport with Independent Marginals is #P-Hard

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Bahar Taskesen

We study the computational complexity of the optimal transport problem that evaluates the Wasser- stein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in polynomial time in th ...

2023

Contextual Stochastic Bilevel Optimization

Daniel Kuhn, Yifan Hu, Andreas Krause, Jie Wang

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This fram ...

2023

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Cagil Kocyigit, Bahar Taskesen

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

2023