Kavli Affiliate: Yi Zhou | First 5 Authors: Qi Zhang, Yi Zhou, Ashley Prater-Bennette, Lixin Shen, Shaofeng Zou | Summary: Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing studies on constrained […]
Continue.. Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization