Models and algorithms for distributionally robust least squares problems.
Sanjay MehrotraHe ZhangPublished in: Math. Program. (2014)
Keyphrases
- least squares
- optimization problems
- computationally efficient
- practical problems
- robust estimation
- learning models
- benchmark problems
- machine learning algorithms
- parameter estimation
- robust optimization
- estimation problems
- analytical methods
- problems in computer vision
- search methods
- data structure
- test problems
- run times
- structured prediction problems
- theoretical and empirical study
- model free
- parameter tuning
- partial solutions
- markov decision processes
- np complete
- iterative algorithms
- binary classification problems
- worst case
- computational cost
- weighted least squares
- video sequences
- probabilistic principal component analysis
- computer vision
- machine learning