Welcome to DRO Package Documentation

• About
  • (1) Synthetic data generation
  • (2) Linear DRO models
  • (3) NN DRO models
  • (4) Tree-Ensembles DRO models
• Installation Guide
  • (1) Prepare Mosek license
  • (2) Install dro package
• Tutorial
  • Formulation
  • Linear Models
  • f-divergence DRO
  • Wasserstein DRO
  • MMD-DRO
  • Bayesian (Parametric) DRO
  • DRO with a mixture of distance metrics
  • NN-DRO
  • Tree-DRO
  • Personalization
• Example
  • f-Divergence DRO
  • Wasserstein DRO
  • Classification Task
  • Regression Task
  • DRO with Mixed Distances
  • NN DRO
  • Bayesian DRO
  • DRO on Tree-Ensemble Models
  • Kernel Distributionally Robust Optimization
  • Personalized Loss
• API
  • Data Modules
  • Linear DRO Methods
  • Neural Network DRO Methods
  • Tree-Ensembles DRO Methods