arXiv Machine Learning By Junjie Guo

Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization

Read the original on arXiv Machine Learning →

arXiv:2607. 09820v1 Announce Type: new Abstract: Predict-then-optimize systems usually compress uncertainty into a point forecast and then solve a downstream optimization problem as if the forecast were reliable.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 30

Wasserstein Distributionally Robust Regret Optimization

arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.

By Lukas-Benedikt Fiechtner, Jose Blanchet