arXiv stat.ML
· Papers
Distributionally Robust Linear Regression With Block Lewis Weights
arXiv:2607.00252v1 Announce Type: cross Abstract: We present an algorithm for the group distributionally robust (GDR) least squares problem. Given $m$ groups, a parameter vector in $mathbb{R}^d$, and stacked design matrices and responses $mathbf{A}$ and $mathbf{b}$, our algorithm obtains a $(1+varepsilon)$-multipli