no code implementations • 27 May 2024 • JongHyeok Lee, Chen Xu, Yao Xie
Conformal prediction has been a popular distribution-free framework for uncertainty quantification.
1 code implementation • 30 Oct 2023 • Chen Xu, JongHyeok Lee, Xiuyuan Cheng, Yao Xie
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case distribution (also called the Least Favorable Distribution, LFD) and sample from it.
