The probability-based robust optimization methods require a large amount of sample data to build probability distribution models of uncertain parameters. However, it is a common situation that only scarce sampled data are available in practice due to expensive tests. This study proposes a data-driven robust optimization framework by embedding a novel uncertainty quantification (UQ) method, which can quantify the uncertainty based on the statistical moments of scarce input data. The computational robustness and accuracy of the developed UQ methods are validated. Then, the data-driven multi-objective optimization framework is applied to improve the mean performance and aerodynamic robustness of a two-dimensional compressor blade with real stagger angle errors. Uncertainty analysis shows that there is a probability of 47.55% to deviate from the nominal total pressure loss coefficient by more than 1% for the actual performance values at high positive incidence i=7° condition. In the optimization process, the total pressure loss coefficient is selected as the objective function, while the static pressure ratio is used as a constraint. The Gaussian process regression model is trained to improve the robust optimization efficiency. The robust optimization is conducted under the most sensitive conditions. Optimized results indicate that compared with the nominal blade, the mean performance of the selected robust blades is increased by 10.9%, 8.56%, and 0.83%; the performance dispersion is decreased by 19.0%, 24.8%, and 35.3%, respectively. The optimized results can provide useful references for the robust design of compressor blades.