Pages that link to "Item:Q5381122"
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The following pages link to Variance-based regularization with convex objectives (Q5381122):
Displaying 14 items.
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Conditional variance penalties and domain shift robustness (Q2051245) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Variance Regularization in Sequential Bayesian Optimization (Q3387910) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- (Q4998952) (← links)
- Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning (Q5043854) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Learning with risks based on M-location (Q6097134) (← links)
- A survey of learning criteria going beyond the usual risk (Q6535427) (← links)
- General procedure to provide high-probability guarantees for stochastic saddle point problems (Q6569676) (← links)
