Stochastic Constrained DRO with a Complexity Independent of Sample Size.
Qi QiJiameng LyuKung-Sik ChanEr-Wei BaiTianbao YangPublished in: Trans. Mach. Learn. Res. (2023)
Keyphrases
- sample size
- worst case
- model selection
- upper bound
- random sampling
- small sample size
- finite sample
- small sample
- covariance matrix
- statistical tests
- experimental design
- vc dimension
- statistical hypothesis testing
- statistical power
- pac learning
- generalization error
- confidence intervals
- computational complexity
- sample complexity
- monte carlo
- number of training samples
- small samples
- data mining
- special case
- genetic algorithm