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most citedIs Cross-Validation the Gold Standard to Evaluate Model Performance?

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math.OC2022

Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework

Garud Iyengar, Henry Lam, Tianyu Wang

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations manag…