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cs.LG2026
Bayesian Optimization of CVaR with Unknown Hyperparameters
Valentin Margraf, Jonas Hanselle, Viktor Bengs +3
We study Bayesian optimization of the Conditional Value-at-Risk (CVaR) of an expensive black-box function that depends on a decision and an environmental variable. Existing no-regr…
cs.LG2026
Unification and Optimization of Robust Supervised Learning
Jonas Hanselle, Valentin Margraf, Clemens Damke +1
Robust learning methods such as distributionally robust optimization, vicinal risk minimization, Mixup, and label smoothing address different sources of uncertainty, including dist…