arxiv
PublishedNovember 2, 2026 at 5:00 AM
Regret-Optimal Wasserstein-Robust Linear Regression
Publisher summary· verbatim
arXiv:2610.42109v1 Announce Type: cross Abstract: Distributionally robust optimization (DRO) minimizes worst-case risk under distributional uncertainty, but its decisions can be suboptimal in terms of their excess risk, or regret. We study this gap for multivariate least-squares regression, assuming
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Originally published on arxiv ↗