Calibrating Ambiguity Set via Diagnostic Transport for Distributionally Robust Optimization
Distributionally robust optimization (DRO) protects decisions against distributional uncertainty by optimizing over an ambiguity set, but poorly aligned set geometry can require large radii and yield overly conservative decisions.
By Wenbin Zhou, Elizabeth Cucuzzella, Shixiang ZhuarXiv - stat.ML
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Originally published by arXiv - stat.ML on Oct 9, 2026.
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