A Robust Learning Approach for Regression Models Based on Distributionally Robust Optimization.

Ruidi Chen Ioannis Ch. Paschalidis

Published in: J. Mach. Learn. Res. (2018)

Keyphrases

robust optimization
regression model
chance constrained
mathematical programming
model selection
prediction model
learning algorithm
stochastic programming
neural network
reinforcement learning
least squares
lot sizing