Optimizing Conditional Value-At-Risk of Black-Box Functions

Quoc Phong Nguyen, Zhongxiang Dai, Bryan Kian Hsiang Low, Patrick Jaillet. Optimizing Conditional Value-At-Risk of Black-Box Functions. 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 4170-4180, 2021. [doi]

Abstract

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