Distributionally Robust LearningAuthor :
Paperback
Published : Wednesday 23 December 2020
Description
Presents a comprehensive statistical learning framework that uses Distributionally Robust Optimization (DRO) under the Wasserstein metric to ensure robustness to perturbationsin the data. The authors introduce the reader to the fundamental properties of the Wasserstein metric and the DRO formulation, before explaining the theory in detail.
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