Tight generalization guarantees for the sampling and discarding approach to scenario optimization.
Licio RomaoKostas MargellosAntonis PapachristodoulouPublished in: CDC (2020)
Keyphrases
- global optimization
- lower bound
- optimization problems
- optimization algorithm
- optimization method
- monte carlo
- multiscale
- optimization model
- worst case
- upper bound
- random sampling
- optimization methods
- sampling rate
- learning algorithm
- real world
- neural network
- optimization strategies
- data sets
- constrained optimization
- cost function
- feature selection
- databases