f L &lt; 0</p></li>
<li><p>If p &lt; 1</p></li>
</ul>
</p>
</dd>
</dl>
<dl>
<dt>Example:</dt><dd><div class="doctest highlight-default notranslate"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="n">model</span> <span class="o">=</span> <span class="n">MarginalCVaRDRO</span><span class="p">(</span>
<span class="gp">... </span>    <span class="n">input_dim</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> 
<span class="gp">... </span>  