no code implementations • 20 May 2019 • Jose Blanchet, Yang Kang, Fan Zhang, Zhangyi Hu
Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation.
no code implementations • 19 May 2017 • Jose Blanchet, Yang Kang, Fan Zhang, Fei He, Zhangyi Hu
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms.