Optimistic Robust Optimization With Applications To Machine Learning.
Matthew NortonAkiko TakedaAlexander MafusalovPublished in: CoRR (2017)
Keyphrases
- robust optimization
- machine learning
- chance constrained
- mathematical programming
- stochastic programming
- portfolio optimization
- decision trees
- risk measures
- lot sizing
- learning algorithm
- learning tasks
- machine learning algorithms
- supervised learning
- active learning
- reinforcement learning
- feature selection
- artificial intelligence
- missing data
- decision theory
- network flow
- search algorithm
- chance constraints