Efficient Distributionally Robust Bayesian Optimization with Worst-case Sensitivity

Motivation • We have a decision variable 𝐱 (within our control, e.g., crop nutrients) and a context variable 𝐜 (uncontrollable, e.g., amount of sunlight in a day). 2 𝐱 𝐜 𝑓(𝐱, 𝐜) Environment chosen We choose