A survey of robust optimization based machine learning with special reference to support vector machines.
Manisha SinglaDebdas GhoshK. K. ShuklaPublished in: Int. J. Mach. Learn. Cybern. (2020)
Keyphrases
- robust optimization
- support vector
- learning machines
- machine learning
- chance constrained
- support vector machine
- kernel methods
- portfolio optimization
- feature selection
- mathematical programming
- learning algorithm
- stochastic programming
- learning tasks
- generalization ability
- decision theory
- svm classifier
- kernel function
- cross validation
- artificial intelligence
- maximum margin
- semidefinite programming
- data mining
- learning problems
- support vectors
- lot sizing
- generalization error
- training examples
- model selection
- supervised learning
- supply chain
- risk measures
- scheduling problem