arXiv Machine Learning By Yiyan Huang, Cheuk Hang Leung, Qi Wu, Zhiheng Zhang

Wasserstein Policy Learning for Distributional Outcomes

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arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.

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arXiv Machine Learning
Aug 12

Risk-Averse Wasserstein Distributionally Robust Online 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.

By Guixian Chen, Salar Fattahi, Soroosh Shafiee
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