Tutorial

Overall Pipeline

• Formulation
  • Data Module
  • Synthetic Data Generation
  • Model Module
  • Reference

Linear DRO

• Linear Models
• f-divergence DRO
  • Standard (Generalized)
  • Partial DRO
  • Reference
• Wasserstein DRO
  • Standard Version
  • Robust Satisficing Version
  • Reference
• MMD-DRO
  • hyperparameters
  • Reference
• Bayesian (Parametric) DRO
  • Hyperparameters
  • Reference
• DRO with a mixture of distance metrics
  • Sinkhorn-DRO
  • Holistic-DRO
  • MOT-DRO
  • Outlier-Robust Wasserstein DRO
  • Reference

NN DRO

• NN-DRO
  • 1. \(\chi^2\)-DRO and CVaR-DRO
  • 2. Wasserstein DRO
  • 3. Holistic Robust DRO

Tree DRO

• Tree-DRO

Personalization

• Personalization
  • 1. Linear (Exact) DRO Methods
  • 2. NN-Based DRO Methods
  • 3. Tree-Based DRO Methods