Paper recorded by Signals 4 on 2026-10-30 in cs.LG. Abstract reproduced from arXiv; link to the original below.
Published 2026-10-30 on arXiv · recorded by Signals 4 on 2026-11-02
Category: cs.LG · 机器学习 · first seen 2026-11-02
Distributionally robust optimization (DRO) minimizes worst-case risk under distributional uncertainty, but its decisions can be suboptimal in terms of their excess risk, or regret. We study this gap for multivariate least-squares regression, assuming that the observed source law and unknown target law differ by an adversarial 2-Wasserstein perturbation of size $\varepsilon$. We first identify the