Stochastic Optimization for Spectral Risk Measures

Stochastic Optimization for Spectral Risk Measures

10 December 2022

Krishna Pillutla

Zaïd Harchaoui

Papers citing "Stochastic Optimization for Spectral Risk Measures"

15 / 15 papers shown

Title
Optimizing Shortfall Risk Metric for Learning Regression Models Harish G. Ramaswamy L.A. Prashanth 54 0 0 23 May 2025
Distributionally Robust Learning Ruidi Chen I. Paschalidis OOD 72 67 0 20 Aug 2021
Spectral risk-based learning using unbounded losses Matthew J. Holland El Mehdi Haress 56 11 0 11 May 2021
Large-Scale Methods for Distributionally Robust Optimization Daniel Levy Y. Carmon John C. Duchi Aaron Sidford 73 217 0 12 Oct 2020
First-order Optimization for Superquantile-based Supervised Learning Yassine Laguel J. Malick Zaïd Harchaoui 50 9 0 30 Sep 2020
Tilted Empirical Risk Minimization Tian Li Ahmad Beirami Maziar Sanjabi Virginia Smith 61 134 0 02 Jul 2020
Learning Bounds for Risk-sensitive Learning Jaeho Lee Sejun Park Jinwoo Shin 49 47 0 15 Jun 2020
Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression A. Henzi Alexandre Mösching L. Duembgen 38 17 0 09 Jun 2020
The iWildCam 2020 Competition Dataset Sara Beery Elijah Cole Arvi Gjoka 118 90 0 21 Apr 2020
Estimation of Spectral Risk Measures A. Pandey Prashanth L.A. S. Bhat 37 11 0 22 Dec 2019
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning Daniel Kuhn Peyman Mohajerin Esfahani Viet Anh Nguyen Soroosh Shafieezadeh-Abadeh OOD 60 394 0 23 Aug 2019
Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms Han Xiao Kashif Rasul Roland Vollgraf 280 8,878 0 25 Aug 2017
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 131 1,822 0 01 Jul 2014
Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning Julien Mairal 144 318 0 18 Feb 2014
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang 178 1,033 0 10 Sep 2012