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A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning |
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| Authors: | Gürbüzbalaban Mert Ruszczyński Andrzej Zhu Landi |
| Affiliation: | 1.Rutgers University, Piscataway, NJ, 08550, USA ; |
| Abstract: | Journal of Optimization Theory and Applications - We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with... |
| Keywords: | |
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