Risk Variance Penalization: From Distributional Robustness to Causality.

Chuanlong Xie Fei Chen Yue Liu Zhenguo Li

Published in: CoRR (2020)

Keyphrases

co occurrence
conditional expectation
risk factors
expected utility
low variance
high robustness
variance reduction
penalty function
standard deviation
intra class
database
high risk
risk analysis
risk assessment
prediction error
computational efficiency
minimum risk
genetic algorithm