Description:

dro 0.0.1

DRO Package

Jiashuo Liu*, Tianyu Wang*, Peng Cui, Hongseok Namkoong


Tsinghua University, Columbia University

DRO is a python package that implements 12 typical DRO methods on linear models (SVM, logistic regression, and linear regression). It is built based on cvxpy. Implemented DRO methods include:

f-DRO

CVaR-DRO
KL-DRO
TV-DRO
Marginal DRO (CVaR)


Wasserstein DRO

Wasserstein DRO
Augmented Wasserstein DRO
Regularized Wasserstein DRO


MMD-DRO
Sinkhorn-DRO
Holistic DRO
Unified-DRO

L2 cost
Linf cost



Current version only contains linear models. And further version will incorporate neural network implementations via some approximations.

License

For personal and professional use. You cannot resell or redistribute these repositories in their original state.

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