Institute for Artiﬁcial Intelligence, Peking Unviersity; School of Mathematical Sciences, Peking University; Center of Data Science, Peking University; Key Laboratory of Machine Perception, MOE, School of EECS, Peking University
Jikai Jin, Bohang Zhang, Haiyang Wang, Liwei Wang
distributionally robust optimization;non-convex optimization;first order methods
Non-convex Distributionally Robust Optimization: Non-asymptotic Analysis