Multivariate Distributionally Robust Convex Regression under Absolute Error Loss
Jose Blanchet, Peter W. Glynn, Jun Yan, Zhengqing Zhou
–Neural Information Processing Systems
We minimize over convex functions the maximum (over Wasserstein perturbations of the empirical measure) of the absolute regression errors.
Neural Information Processing Systems
Feb-15-2026, 09:19:41 GMT
- Technology: