Stochastic Constrained DRO with a Complexity Independent of Sample Size.
Qi QiJiameng LyuKung-Sik ChanEr-Wei BaiTianbao YangPublished in: CoRR (2022)
Keyphrases
- sample size
- worst case
- model selection
- random sampling
- small sample size
- upper bound
- small sample
- finite sample
- covariance matrix
- small samples
- confidence intervals
- vc dimension
- number of training samples
- statistical power
- random samples
- statistical hypothesis testing
- learning algorithm
- progressive sampling
- generalization error
- data structure