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Principled learning method for Wasserstein distributionally robust optimization with local perturbations.
Yongchan Kwon
Wonyoung Kim
Joong-Ho Won
Myunghee Cho Paik
Published in:
ICML (2020)
Keyphrases
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robust optimization
learning algorithm
cost function
reinforcement learning
pairwise
dynamic programming
machine learning
active learning
probabilistic model