Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems (Q7405673)
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scientific article; zbMATH DE number 8273908
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| English | Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems |
scientific article; zbMATH DE number 8273908 |
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Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems (English)
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2026
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stochastic gradient Langevin dynamics (SGLD)
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distributionally robust optimisation (DRO)
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algorithms for stochastic optimisation
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expected excess risk
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nonlinear regression involving neural networks
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data-driven optimisation
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