Si Yi Meng, Robert M. Gower. A Model-Based Method for Minimizing CVaR and Beyond. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 24436-24456, PMLR, 2023. [doi]
Abstract is missing.