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《Distributionally Robust Learning》第二章读书笔记
目录2 The Wasserstein Metric2.1 Basics2.2 A Distance Metric2.3 The Dual Problem2.3.1 Arbitrary Measures and Kantorovich Duality2.4 Some Special Cases2.5 The Transport Cost Function2.5.1 Transport Cost Function via Metric Learning2.6 Robustness of the Wassers原创 2021-09-12 20:03:01 · 340 阅读 · 4 评论 -
《Distributionally Robust Learning》第一章读书笔记
目录1 Introduction1.1 Robust Optimization1.2 Distributionally Robust Optimization 1 Introduction minβEP∗[hβ(x,y)](1.1) \min _{\beta} \mathbb{E}^{\mathbb{P}^{*}}\left[h_{\beta}(\mathbf{x}, y)\right]\tag{1.1} βminEP∗[hβ(x,y)](1.1) we will restrict our atte原创 2021-09-07 15:02:31 · 557 阅读 · 0 评论