[grumpyoldfart]

It all depends on your the definition of the 'loss' function. One can actually include robustness/sensitivity as the goal and optimize for that.

[vjerancrnjak]

Optimizers are very good. Any "smart" change of the loss function will be equally smartly exploited by the optimizer.

Only way to optimize well is to include the uncertainty of your world model into the model.

For travelling salesman, you obviously want to model that certain roads take longer time to travel at different times of day. No tweak of the loss function would allow you to get realistic/robust solutions to TSP.

[anonymoushn]

Why not? Just adding 2SDs to the travel time of each road will get it to try to avoid the roads that get the worst.

[Vecr]

And run minimax on a cloud of perturbations surrounding each world model, and then weight them together in a tree after that.