Ronak Mehta, Vincent Roulet, Krishna Pillutla, Lang Liu, Zaïd Harchaoui. Stochastic Optimization for Spectral Risk Measures. In Francisco J. R. Ruiz, Jennifer G. Dy, Jan-Willem van de Meent, editors, International Conference on Artificial Intelligence and Statistics, 25-27 April 2023, Palau de Congressos, Valencia, Spain. Volume 206 of Proceedings of Machine Learning Research, pages 10112-10159, PMLR, 2023. [doi]
Abstract is missing.