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Generalization Bounds for (Wasserstein) Robust Optimization

Yang An, Rui Gao. Generalization Bounds for (Wasserstein) Robust Optimization. In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 10382-10392, 2021. [doi]

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