Optimizing Shortfall Risk Metric for Learning Regression Models

23 May 2025

Papers citing "Optimizing Shortfall Risk Metric for Learning Regression Models"

8 / 8 papers shown

Title
Stochastic Optimization for Spectral Risk Measures Ronak R. Mehta Vincent Roulet Krishna Pillutla Lang Liu Zaïd Harchaoui 64 7 0 10 Dec 2022
Consistent Multiclass Algorithms for Complex Metrics and Constraints Harikrishna Narasimhan H. G. Ramaswamy Shiv Kumar Tavker Drona Khurana Praneeth Netrapalli S. Agarwal 31 9 0 18 Oct 2022
Risk Measures and Upper Probabilities: Coherence and Stratification Christiane Fröhlich Robert C. Williamson 25 14 0 07 Jun 2022
Online Estimation and Optimization of Utility-Based Shortfall Risk Vishwajit Hegde Arvind S. Menon L. A. Prashanth Krishna Jagannathan 42 3 0 16 Nov 2021
Spectral risk-based learning using unbounded losses Matthew J. Holland El Mehdi Haress 43 11 0 11 May 2021
Learning Bounds for Risk-sensitive Learning Jaeho Lee Sejun Park Jinwoo Shin 41 47 0 15 Jun 2020
A Wasserstein distance approach for concentration of empirical risk estimates A. PrashanthL. S. Bhat 50 21 0 27 Feb 2019
Learning with Average Top-k Loss Yanbo Fan Siwei Lyu Yiming Ying Bao-Gang Hu DML 116 104 0 24 May 2017