Department of Computer Science and Engineering, Texas A&M University, College Station, USA; National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing, China
Lijun Zhang, Peng Zhao, Zhen-Hua Zhuang, Tianbao Yang, Zhi-Hua Zhou
Group distributionally robust optimization;Stochastic mirror descent;Non-oblivious online learning;Sample complexity;Stochastic mirror-prox algorithm;Mini-batch
Stochastic Approximation Approaches to Group Distributionally Robust Optimization