te nohighlight">\(\tau_\alpha\)</span> = CVaR threshold from <a class="reference internal" href="#dro.linear_model.cvar_dro.CVaRDRO.fit" title="dro.linear_model.cvar_dro.CVaRDRO.fit"><code class="xref py py-meth docutils literal notranslate"><span class="pre">fit()</span></code></a></p></li>
<li><p><span class="math notranslate nohighlight">\(\epsilon\)</span> = precision parameter</p></li>
<li><p>Weights are assigned uniformly: <span class="math notranslate nohighlight">\(p_i = 1 / |\mathcal{P}_{\text{wors