int only for the distribution of Y|X.</p>
<p>Conditional CVaR DRO model following Theorem 2 in:
with alpha(x) to be beta^T x for simplicity
alpha corresponds to Gamma in the paper.</p>
<p>Reference: &lt;<a class="reference external" href="https://arxiv.org/pdf/2209.01754.pdf">https://arxiv.org/pdf/2209.01754.pdf</a>&gt;</p>
<p>Initialize the linear DRO model.</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters<span class="colon">:</span></dt>
<dd class="field-odd"><ul class="simple">
<li><p>