arXiv Machine Learning By Guixian Chen, Salar Fattahi, Soroosh Shafiee

Risk-Averse Wasserstein Distributionally Robust Online Learning

Read the original on arXiv Machine Learning →

arXiv:2602. 20403v2 Announce Type: replace Abstract: We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations.

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