This folder contains the code for the paper entitled "Distributionally Robust Local Non-parametric Conditional Estimation" by Viet Anh Nguyen, Fan Zhang, Jose Blanchet, Erick Delage and Yinyu Ye.

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Experiment with synthetic dataset

To replicate the results, one needs to run the ipython notebook Local_Conditional_Estimate_Synthetic.ipynb

Figures in paper: local_Error.pdf local_cdf.pdf

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Experiment with the MNIST dataset

In order to repeat our experiments, one needs to run the python script: RunMNIST_LargeTest.py Results are stored in : LargeTest_results_Euclidean7.dat

In order to repeat the analysis, one needs to run the jupyter notebook: Local_Conditional_Estimate_MNIST.ipynb Figures presented in the paper and supplementary material will be overwritten:

Figures in paper: errorCDFs.pdf adversarialFig1.pdf adversarialFig2.pdf

Figures in supplementary material: typePdeviation.pdf adversarialFigExtra0.pdf adversarialFigExtra13.pdf adversarialFigExtraBert0.pdf adversarialFigExtraBert13.pdf

Implementations are all included in: conditionalEstimates.py

All files require the following Python packages to be installed: tensorflow numpy scipy csv matplotlib ot (https://pythonot.github.io/) pickle joblib multiprocessing

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The folder `results' contains all the graph reported in the paper.