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Elizabeth Cucuzzella

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#machine learning Preprint Oct 2026

Calibrating Ambiguity Set via Diagnostic Transport for Distributionally Robust Optimization

Distributionally robust optimization (DRO) protects decisions against distributional uncertainty by optimizing over an ambiguity set, but poorly aligned set geometry can require large radii and yield overly conservative decisions. We introduce diagnostic-transport DRO (DT-DRO), which uses held-out calibration data to a...

Wen-Bin Zhou, Elizabeth Cucuzzella, Shi-Xiang Zhu · 0 citations

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