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skwdro Documentation
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skwdro Documentation

Bird's eye view

  • Welcome to the docs
  • Getting started
  • Quick tour of WDRO
  • Sinkhorn regularisation of WDRO: SkWDRO
  • User guide

PyTorch part of the library

  • Introduction to the PyTorch interface
  • Some torch examples for practice
    • Polynomial regression
    • Comparison between some classification techniques
    • Simple Neural Network
    • Comparison between some regression techniques
  • Diving into the library and its settings
    • Effect of the epsilon Sinkhorn regularization parameter
    • Understanding the landscape of the lambda optimisation
    • Study the relationship between ERM, WDRO, and SkWDRO
    • Comparison with the python-dro package
  • Illustration on iWildsCam

Scikit part of the library

  • How to use the available scikit-learn estimators
    • skwdro.linear_models.LogisticRegression
    • skwdro.linear_models.LinearRegression
    • skwdro.operations_research.NewsVendor
    • skwdro.operations_research.Portfolio
  • Some visual illustrations for scikit-learn estimators
    • Spatial perturbations and logistic regression
    • Logistic regression
    • Distributionally Robust Portfolio optimization
    • Linear regression
    • Robustify a neural-net on spatial perturbations of the “moons” non-convex dataset

Advanced topics

  • Samplers tutorial
  • Cost functionals tutorial
  • About the tuning of the uncertainty radius
  • More on specific solvers available through scikit-learn estimators
    • skwdro.solvers.entropic_dual_torch.solve_dual_wdro
    • skwdro.solvers.specific_solvers.WDRONewsvendorSpecificSolver
    • skwdro.solvers.specific_solvers.WDROLogisticSpecificSolver
    • skwdro.solvers.specific_solvers.WDROLinRegSpecificSolver
    • skwdro.solvers.specific_solvers.WDROPortfolioSpecificSolver

API

  • skwdro
    • skwdro package
  • Main APIs
    • skwdro.torch module
    • skwdro.base.losses_torch module
    • skwdro.base.samplers.torch module
    • skwdro.base.costs_torch module
    • skwdro.linear_models package
    • skwdro.operations_research package
    • skwdro.base.cost_decoder module
    • skwdro.solvers package
    • skwdro.distributions package
    • skwdro.tests package
skwdro Documentation
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Overview: module code

All modules for which code is available

  • skwdro.base.costs_torch.base_cost
  • skwdro.base.costs_torch.normcost
  • skwdro.base.costs_torch.normlabelcost
  • skwdro.base.losses_torch.base_loss
  • skwdro.base.losses_torch.logistic
  • skwdro.base.losses_torch.newsvendor
  • skwdro.base.losses_torch.quadratic
  • skwdro.base.losses_torch.weber
  • skwdro.base.losses_torch.wrapper
  • skwdro.base.samplers.torch.base_samplers
  • skwdro.base.samplers.torch.classif_sampler
  • skwdro.base.samplers.torch.cost_samplers
  • skwdro.base.samplers.torch.newsvendor_sampler
  • skwdro.base.samplers.torch.portfolio_sampler
  • skwdro.distributions.dirac_distribution
  • skwdro.linear_models._linear_regression
  • skwdro.linear_models._logistic_regression
  • skwdro.operations_research._newsvendor
  • skwdro.operations_research._portfolio
  • skwdro.operations_research._weber
  • skwdro.solvers.entropic_dual_torch
  • skwdro.solvers.hybrid_opt
  • skwdro.solvers.optim_cond
  • skwdro.solvers.oracle_torch
  • skwdro.solvers.result
  • skwdro.solvers.specific_solvers
  • skwdro.solvers.utils
  • skwdro.wrap_problem

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