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Found 2 papers, 1 papers with code
Exponentially Weighted Moving Models
We propose a general method for computing an approximation of EWMM, which requires storing only a window of a fixed number of past samples, and uses an additional quadratic term to approximate the loss associated with the data before the window.
Specifying and Solving Robust Empirical Risk Minimization Problems Using CVXPY
We consider robust empirical risk minimization (ERM), where model parameters are chosen to minimize the worst-case empirical loss when each data point varies over a given convex uncertainty set.
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