ro.linear_model.cvar_dro.CVaRDRO.worst_distribution" title="Link to this definition">¶</a></dt>
<dd><p>Compute the worst-case distribution under CVaR constraint.</p>
<p>Identifies samples contributing to the alpha-tail risk distribution and assigns uniform weights to these 
high-loss scenarios. This represents the adversarial distribution that maximizes the conditional expected loss.</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters<span class="colon">:</span></dt>
<dd class="field-odd"><