DRO regularizers are worst-case sensitivities of expected cost, supplying a robustness measure that guides uncertainty-set selection and traces performance-robustness frontiers.
Machine learning can predict survival of patients with heart failure from serum creatinine and ejection fraction alone.BMC Medical Informatics and Decision Making, 20(1):16, 2020
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Robustness Measures in Distributionally Robust Optimization
DRO regularizers are worst-case sensitivities of expected cost, supplying a robustness measure that guides uncertainty-set selection and traces performance-robustness frontiers.