2024
Efficient Algorithms for Empirical Group Distributionally Robust Optimization and Beyond
ICML 2024poster
In this paper, we investigate the empirical counterpart of Group Distributionally Robust Optimization (GDRO), which aims to minimize the maximal empirical risk across $m$ distinct groups. We formulate empirical GDRO as a *two-level* finite-sum convex-concave minimax optimization problem and develop…