FastDRO-MinMaxOpt

This is the code for the AISTATS-2022 paper ''Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization''.

Reference

For more technical details, please check our paper. If you find this useful for your work, please consider citing

@article{yu2021fast,
  title={Fast distributionally robust learning with variance reduced min-max optimization},
  author={Yu, Yaodong and Lin, Tianyi and Mazumdar, Eric and Jordan, Michael I},
  journal={arXiv preprint arXiv:2104.13326},
  year={2021}
}