Fast Distributionally Robust Learning with Variance-Reduced Min-Max Optimization

Yaodong Yu, Tianyi Lin, Eric V. Mazumdar, Michael I. Jordan. Fast Distributionally Robust Learning with Variance-Reduced Min-Max Optimization. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 1219-1250, PMLR, 2022. [doi]

Abstract

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