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目录2 The Wasserstein Metric2.1 Basics2.2 A Distance Metric2.3 The Dual Problem2.3.1 Arbitrary Measures and Kantorovich Duality2.4 Some Special Cases2.5 The Transport Cost Function2.5.1 Transport Cost Function via Metric Learning2.6 Robustness of the Wassers

目录1 Introduction1.1 Robust Optimization1.2 Distributionally Robust Optimization1 Introductionmin⁡βEP∗[hβ(x,y)](1.1)\min _{\beta} \mathbb{E}^{\mathbb{P}^{*}}\left[h_{\beta}(\mathbf{x}, y)\right]\tag{1.1}βmin​EP∗[hβ​(x,y)](1.1)we will restrict our atte