Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization.

Yaodong Yu Tianyi Lin Eric Mazumdar Michael I. Jordan

Published in: CoRR (2021)

Keyphrases

min max
online learning
max min
learning process
learning algorithm
supervised learning
learning systems
learning problems
reinforcement learning
prior knowledge
covariance matrix
incremental learning
inductive inference
multiobjective optimization
kernel machines
stochastic programming
learning tasks
mobile robot