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Level Set Estimation

Level Set Estimation

Distributionally Robust Level-Set Estimation Sampler

Class or Function Names DRLevelSetSampler Installation pip install numpy scipy Overview Some black-box functions depend on two kinds of variable: a design variable x you control, and an environmental variable w you do not, which varies randomly in use. Manufacturing tolerances, ambient conditions and market states are all of this kind. The useful question is often not “which x is best” but “which x are reliable” — for which does f(x, w) stay above a threshold often enough, whatever w does.