{"total":30,"rows":[{"id":"2207.09944","title":"Probable Domain Generalization via Quantile Risk Minimization","created":"2022-07-20","cited_by_count":66,"area":null},{"id":"2106.06142","title":"DORO: Distributional and Outlier Robust Optimization","created":"2021-06-11","cited_by_count":56,"area":null},{"id":"2104.08977","title":"Off-Policy Risk Assessment in Contextual Bandits","created":"2021-04-18","cited_by_count":29,"area":null},{"id":"2207.08768","title":"Rank-based Decomposable Losses in Machine Learning: A Survey","created":"2022-07-18","cited_by_count":26,"area":null},{"id":"2310.11048","title":"Understanding Contrastive Learning via Distributionally Robust Optimization","created":"2023-10-17","cited_by_count":21,"area":null},{"id":"2201.10142","title":"Almost Optimal Variance-Constrained Best Arm Identification","created":"2022-01-25","cited_by_count":16,"area":null},{"id":"2301.12601","title":"Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents","created":"2023-01-30","cited_by_count":15,"area":null},{"id":"2212.13629","title":"Quantile Risk Control: A Flexible Framework for Bounding the Probability of High-Loss Predictions","created":"2022-12-27","cited_by_count":14,"area":null},{"id":"2510.08748","title":"Conformal Risk Training: End-to-End Optimization of Conformal Risk Control","created":"2025-10-09","cited_by_count":11,"area":null},{"id":"2108.11345","title":"A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits","created":"2021-08-25","cited_by_count":9,"area":null},{"id":"2105.04816","title":"Spectral risk-based learning using unbounded losses","created":"2021-05-11","cited_by_count":8,"area":null},{"id":"2212.05149","title":"Stochastic Optimization for Spectral Risk Measures","created":"2022-12-10","cited_by_count":7,"area":null},{"id":"2206.13648","title":"Supervised Learning with General Risk Functionals","created":"2022-06-27","cited_by_count":6,"area":null},{"id":"2110.01490","title":"Risk-Aware Learning for Scalable Voltage Optimization in Distribution Grids","created":"2021-10-04","cited_by_count":5,"area":null},{"id":"2111.08805","title":"Online Estimation and Optimization of Utility-Based Shortfall Risk","created":"2021-11-16","cited_by_count":5,"area":null},{"id":"2110.04996","title":"A Survey of Learning Criteria Going Beyond the Usual Risk","created":"2021-10-11","cited_by_count":4,"area":null},{"id":"2302.08872","title":"Revisiting adversarial training for the worst-performing class","created":"2023-02-17","cited_by_count":4,"area":null},{"id":"2409.19431","title":"Generalization and Robustness of the Tilted Empirical Risk","created":"2024-09-28","cited_by_count":4,"area":null},{"id":"2203.14434","title":"Flexible risk design using bi-directional dispersion","created":"2022-03-28","cited_by_count":3,"area":null},{"id":"2310.10006","title":"Soft ascent-descent as a stable and flexible alternative to flooding","created":"2023-10-16","cited_by_count":3,"area":null},{"id":"2105.06960","title":"Thompson Sampling for Gaussian Entropic Risk Bandits","created":"2021-05-14","cited_by_count":2,"area":null},{"id":"2405.20933","title":"Concentration Bounds for Optimized Certainty Equivalent Risk Estimation","created":"2024-05-31","cited_by_count":2,"area":null},{"id":"2110.08558","title":"Neural Network Pruning Through Constrained Reinforcement Learning","created":"2021-10-16","cited_by_count":1,"area":null},{"id":"2502.17694","title":"Robust Federated Learning with Global Sensitivity Estimation for Financial Risk Management","created":"2025-02-24","cited_by_count":1,"area":null},{"id":"2510.11169","title":"PAC-Bayesian Bounds on Constrained f-Entropic Risk Measures","created":"2025-10-13","cited_by_count":1,"area":null},{"id":"2301.11584","title":"Robust variance-regularized risk minimization with concomitant scaling","created":"2023-01-27","cited_by_count":0,"area":null},{"id":"2402.09802","title":"Criterion Collapse and Loss Distribution Control","created":"2024-02-15","cited_by_count":0,"area":null},{"id":"2408.03619","title":"Making Robust Generalizers Less Rigid with Loss Concentration","created":"2024-08-07","cited_by_count":0,"area":null},{"id":"2505.17777","title":"Optimizing Shortfall Risk Metric for Learning Regression Models","created":"2025-05-23","cited_by_count":0,"area":null},{"id":"2609.03104","title":"Occupancy-based Quantile Risk Control","created":"2026-09-02","cited_by_count":0,"area":null}],"next_cursor":null}