Paper recorded by Signals 4 on 2026-10-29 in cs.LG. Abstract reproduced from arXiv; link to the original below.
Published 2026-10-29 on arXiv · recorded by Signals 4 on 2026-10-30
Category: cs.LG · 机器学习 · first seen 2026-10-30
Distributionally robust optimization (DRO) hedges data-driven two-stage stochastic programs against error in the distribution estimated from a finite record, and standard ambiguity sets differ in how they treat realizations absent from that record. A divergence ball around the empirical distribution contains only reweightings of the record, whereas a transport ball also contains distributions supp