Kernel Distributionally Robust Optimization: Generalized Duality Theorem and Stochastic Approximation
2021
Conference Paper
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Author(s): | Zhu, J.-J. and Jitkrittum, W. and Diehl, M. and Schölkopf, B. |
Book Title: | Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS) |
Volume: | 130 |
Pages: | 280--288 |
Year: | 2021 |
Month: | April |
Series: | Proceedings of Machine Learning Research |
Editors: | Arindam Banerjee and Kenji Fukumizu |
Publisher: | PMLR |
Department(s): | Empirical Inference |
Research Project(s): |
Stochastic and Robust Optimization
|
Bibtex Type: | Conference Paper (conference) |
Event Place: | Virtual Conference |
State: | Published |
URL: | http://proceedings.mlr.press/v130/zhu21a.html |
Links: |
arXiv
|
BibTex @conference{zhu20kdro, title = {Kernel Distributionally Robust Optimization: Generalized Duality Theorem and Stochastic Approximation}, author = {Zhu, J.-J. and Jitkrittum, W. and Diehl, M. and Sch{\"o}lkopf, B.}, booktitle = {Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS)}, volume = {130}, pages = {280--288}, series = {Proceedings of Machine Learning Research}, editors = {Arindam Banerjee and Kenji Fukumizu}, publisher = {PMLR}, month = apr, year = {2021}, doi = {}, url = {http://proceedings.mlr.press/v130/zhu21a.html}, month_numeric = {4} } |