Paper recorded by Signals 4 on 2026-09-29 in cs.LG. Abstract reproduced from arXiv; link to the original below.
Published 2026-09-29 on arXiv · recorded by Signals 4 on 2026-09-30
Category: cs.LG · 机器学习 · first seen 2026-09-30
Policies with similar mean returns can differ sharply in rare failures, yet estimating lower-tail conditional value-at-risk (CVaR) accurately can require many costly rollouts. When different conditional components of a stochastic workflow can be queried separately, we ask how to allocate a fixed evaluation budget to estimate a fixed policy's CVaR most accurately. We derive a tail influence for eac