Author

Shuyi Chen

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#machine learning May 2026

Learning Polyhedral Conformal Sets for Robust Optimization

A decision-aware conformal framework that learns uncertainty sets tailored to robust optimization objectives by directly minimizing the induced robust loss, while preserving statistical validity through conformal calibration is proposed.

Shuyi Chen, Wenbin Zhou, Shi-Xiang Zhu · arXiv.org · 1 citation