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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}
}