@conference{zhu20kdro, title = {Kernel Distributionally Robust Optimization: Generalized Duality Theorem and Stochastic Approximation}, author = {Zhu, J.-J. and Jitkrittum, W. and Diehl, M. and Sch{\"o}lkopf, B.}, booktitle = {Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS)}, volume = {130}, pages = {280--288}, series = {Proceedings of Machine Learning Research}, editors = {Arindam Banerjee and Kenji Fukumizu}, publisher = {PMLR}, month = apr, year = {2021}, doi = {}, url = {http://proceedings.mlr.press/v130/zhu21a.html}, month_numeric = {4} }