Multiple Kernel Learning-Based Uncertainty Set Construction for Robust optimization.
Biao HanChao ShangFan YangDexian HuangPublished in: ICCA (2019)
Keyphrases
- multiple kernel learning
- robust optimization
- mathematical programming
- linear combination
- kernel methods
- semi supervised learning
- kernel function
- maximum margin
- binary classification
- feature selection
- multi task
- decision theory
- small number
- semidefinite programming
- learning problems
- decision trees
- support vector
- support vectors
- multiple features
- feature vectors
- multistage
- missing data
- multi class