Search Results for author: Zhangyi Hu

Found 2 papers, 0 papers with code

A Distributionally Robust Boosting Algorithm

no code implementations20 May 2019 Jose Blanchet, Yang Kang, Fan Zhang, Zhangyi Hu

Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation.

Decision Making Decision Making Under Uncertainty

Doubly Robust Data-Driven Distributionally Robust Optimization

no code implementations19 May 2017 Jose Blanchet, Yang Kang, Fan Zhang, Fei He, Zhangyi Hu

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms.

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