<strong>CVaRDROError</strong> – <ul class="simple">
<li><p>If model hasn’t been fitted (threshold_val is None)</p></li>
<li><p>If all sample losses fall below CVaR threshold (empty distribution)</p></li>
</ul>
</p>
</dd>
</dl>
<dl>
<dt>Optimization Formulation:</dt><dd><div class="math notranslate nohighlight">
\[\mathcal{P}_{\text{worst}} = \{ (X_i,y_i) \mid \ell(\theta;X_i,y_i) &gt; \tau_\alpha + \epsilon \}\]</div>
<p>where:</p>
<blockquote>
<div><ul class="simple">
<li><p><span class="math notransla