Archives for how to treat outliers

19 Aug

Guide to DORO: Distributional and Outlier Robust Optimization

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DORO is a robust outlier refinement of DRO that takes inspiration from its robust statistics. The refined risk function, which prevents DRO from overfitting to potential outliers, intuitively, the new risk function adaptively filters out a small fraction of data with high risk during training, which is potentially caused by outliers.

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