skwdro
Documentation
Quick Start with skwdro
What is WDRO?
User guide
scikit-learn interface
pytorch interface
Examples
sklearn interface
pytorch interface
Advanced topics
Optimization
Solvers
Entropic Solvers using torch
Specific Solvers
skwdro.solvers.specific_solvers.WDRONewsvendorSpecificSolver
skwdro.solvers.specific_solvers.WDROLogisticSpecificSolver
WDROLogisticSpecificSolver()
skwdro.solvers.specific_solvers.WDROLinRegSpecificSolver
skwdro.solvers.specific_solvers.WDROPortfolioSpecificSolver
Tuning of the Wasserstein radius hyperparameter
API
skwdro
skwdro package
skwdro.solvers package
skwdro.linear_models package
skwdro.operations_research package
skwdro.neural_network package
skwdro.distributions package
skwdro
Solvers
skwdro.solvers.specific_solvers.WDROLogisticSpecificSolver
View page source
skwdro.solvers.specific_solvers.WDROLogisticSpecificSolver
skwdro.solvers.specific_solvers.
WDROLogisticSpecificSolver
(
rho
=
1.0
,
kappa
=
1000
,
X
=
None
,
y
=
None
,
fit_intercept
=
False
)
[source]