erate</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">True</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#dro.linear_model.marginal_dro.MarginalCVaRDRO.fit" title="Link to this definition">¶</a></dt>
<dd><p>Solve the Marginal CVaR-DRO problem via convex optimization with approximation.</p>
<p>Constructs and solves the following distributionally robust optimization problem:</p>
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<dt clas