Robust Optimization for Inference on Machine Learning Generated Variables.
Aaron SchecterWeifeng LiPublished in: HICSS (2024)
Keyphrases
- robust optimization
- machine learning
- chance constrained
- mathematical programming
- portfolio optimization
- stochastic programming
- lot sizing
- risk measures
- bayesian networks
- variable selection
- learning algorithm
- hidden variables
- data mining
- decision theory
- artificial intelligence
- bayesian inference
- probabilistic inference
- feature selection
- semidefinite programming
- learning tasks