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PMDI_DRO

Matlab code for paper ``Robust Generalization despite Distribution Shift via Minimum Discriminating Information"

We provide code for the three examples reported in the paper

  1. Synthetic dataset --- covariate shift adaptation ==> see subfolder called "synthetic_data"

  2. Real world data --- clasification under sample bias ==> see subfolder called "hearth_disease"

  3. OPE for MDPs --- inventory control example ==> see subfolder OPE