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Maddalena, E. et al. (2020). Learning Non-Parametric Models with Guarantees: A Smooth Lipschitz Regression Approach⁎This work has received support from the Swiss National Science Foundation under the RISK project (Risk Aware Data-Driven Demand Response, grant number 200021 175627.. IFAC-PapersOnLine. 53 (2), pp. 965-970. [Online].