@article{JMLR:v20:17-750,
  author  = {John Duchi and Hongseok Namkoong},
  title   = {Variance-based Regularization with Convex Objectives},
  journal = {Journal of Machine Learning Research},
  year    = {2019},
  volume  = {20},
  number  = {68},
  pages   = {1--55},
  url     = {http://jmlr.org/papers/v20/17-750.html}
}