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Superquantiles at Work: Machine Learning Applications and Efficient Subgradient Computation |
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| Authors: | Laguel Yassine Pillutla Krishna Malick Jérôme Harchaoui Zaid |
| Institution: | 1.Univ. Grenoble Alpes, CNRS, Grenoble INP, LJK, 38000, Grenoble, France ;2.University of Washington, Seattle, WA, USA ; |
| Abstract: | Set-Valued and Variational Analysis - R. Tyrell Rockafellar and his collaborators introduced, in a series of works, new regression modeling methods based on the notion of superquantile (or... |
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