Definition. worst-group risk [sagawa2020distributionally, Section 2] [ftip-005R]

Given predefined groups with risks \(L_g\), the worst-group risk is \(\max _g L_g\). For utilities, the corresponding robust score is \(\min _g J_g\).

A post-training comparison must declare the groups and their evaluation laws before using this score. It is different from an average and from Pareto dominance.