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Differentiable Distributionally Robust Optimization Layers

Xutao Ma, Chao Ning, Wenli Du. Differentiable Distributionally Robust Optimization Layers. In Forty-first International Conference on Machine Learning, ICML 2024, Vienna, Austria, July 21-27, 2024. pages 33880-33901, OpenReview.net, 2024. [doi]

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