CVaR anchor regression protects against rare shifts

arXiv:2609.27034 · stat.ME, cs.LG · Submitted 2026-09-22 · Read on arXiv

stat.ME, cs.LG

Submitted: 2026-09-22

Updated: 2026-09-22

Code: https://github.com/mlondschien/cvar-anchor-regression

Terminology

• Robustness — 15× in this paper · explained in 5 episodes
• Generalization — 4× in this paper · explained in 13 episodes
• Minimax Regret — 3× in this paper · explained in 2 episodes
• Regret — 3× in this paper · explained in 3 episodes
• Accuracy — 2× in this paper · explained in 1 episode
• Distribution Shift — 2× in this paper · explained in 6 episodes
• Adaptation — 1× in this paper · explained in 1 episode
• Anchor Loss — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Homogeneity — 1× in this paper · explained in 2 episodes
• Interpretability — 1× in this paper · explained in 15 episodes
• Regularization — 1× in this paper · explained in 3 episodes

Sources

• Domain Generalization and Adaptation in Intensive Care with Anchor Regression
• Minimax Regret Learning for Data with Heterogeneous Subgroups
• Distributionally Robust Learning for Multi-source Unsupervised Domain Adaptation

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