Calibrating Ambiguity Set via Diagnostic Transport for Distributionally Robust Optimization

arXiv:2610.10793 · stat.ML, cs.LG, math.OC · Submitted 2026-10-07 · Read on arXiv

stat.ML, cs.LG, math.OC

Submitted: 2026-10-07

Updated: 2026-10-07

Terminology

• Calibration — 60× in this paper · explained in 7 episodes
• Regret — 27× in this paper · explained in 3 episodes
• Robustness — 7× in this paper · explained in 5 episodes
• Accuracy — 6× in this paper · explained in 1 episode
• Empirical Coverage — 6× in this paper · explained in 2 episodes
• Optimal Transport — 5× in this paper · explained in 5 episodes
• Benchmark — 2× in this paper · explained in 2 episodes
• Consistency — 2× in this paper · explained in 3 episodes
• Decision Risk — 2× in this paper · explained in 2 episodes
• Regularization — 2× in this paper · explained in 3 episodes
• Wasserstein Distance — 2× in this paper · explained in 4 episodes
• Ablation — 1× in this paper · explained in 1 episode
• Adversarial Search — 1× in this paper · explained in 1 episode
• Approximation Bound — 1× in this paper · explained in 1 episode
• Bayesian Inference — 1× in this paper · explained in 5 episodes
• Combinatorial Optimization — 1× in this paper · explained in 2 episodes
• Computational Tractability — 1× in this paper · explained in 2 episodes
• Copula — 1× in this paper · explained in 2 episodes
• Distribution Shift — 1× in this paper · explained in 6 episodes
• Generative Model — 1× in this paper · explained in 2 episodes
• Loss Function — 1× in this paper · explained in 2 episodes
• Optimal Transport (OT) — 1× in this paper · explained in 4 episodes
• Theoretical Guarantees — 1× in this paper · explained in 2 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Learning Decision-Focused Uncertainty Sets in Robust Optimization
• Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set
• Conformal Robustness in Prediction-Driven Decision-Making

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