New Study Proposes Regret-Optimal Approach to Wasserstein-Robust Linear Regression
A new arXiv paper addresses a weakness of distributionally robust optimization, which minimizes worst-case risk under distributional uncertainty but can yield suboptimal decisions, by proposing regret-optimal Wasserstein-robust linear regression.
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- 2026-11-02 05:00 · arXiv stat.ML
Regret-Optimal Wasserstein-Robust Linear Regression