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cs.LG2025
DRO: A Python Library for Distributionally Robust Optimization in Machine Learning
Jiashuo Liu, Tianyu Wang, Henry Lam +2
We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulation…
cs.LG2023
Geometry-Calibrated DRO: Combating Over-Pessimism with Free Energy Implications
Jiashuo Liu, Jiayun Wu, Tianyu Wang +3
Machine learning algorithms minimizing average risk are susceptible to distributional shifts. Distributionally Robust Optimization (DRO) addresses this issue by optimizing the wors…