The convergence of set-valued scenario approach for downside risk minimization.
Xiaodong JiShushang ZhuPublished in: J. Syst. Sci. Complex. (2016)
Keyphrases
- set valued
- risk minimization
- line search
- loss function
- dominance relation
- empirical risk
- set valued attributes
- variational inequalities
- generalization error
- belief functions
- real numbers
- linear complementarity problem
- rough sets
- lipschitz continuity
- data sets
- convergence rate
- sufficient conditions
- markov random field
- pattern recognition