p>If <cite>X.shape[0] != y.shape[0]</cite></p></li>
</ul>
</p></li>
</ul>
</dd>
</dl>
<dl>
<dt>Optimization Formulation:</dt><dd><div class="math notranslate nohighlight">
\[\min_{\theta,b} \ \sup_{Q \in \mathcal{Q}} \mathbb{E}_Q[\ell(\theta,b;X,y)]\]</div>
<p>where the ambiguity set <span class="math notranslate nohighlight">\(\mathcal{Q}\)</span> satisfies:</p>
<div class="math notranslate nohighlight">
\[\text{CVaR}_\alpha(\ell) \leq \tau \quad \text{and} \quad X_{\text{control}} = \mathbb{E}_P[X_{\text{