Bilevel Optimization for Feature Selection in the Data-Driven Newsvendor Problem.
Breno SerranoStefan MinnerMaximilian SchifferThibaut VidalPublished in: CoRR (2022)
Keyphrases
- data driven
- feature selection
- text categorization
- parameter optimization
- optimization process
- global optimization
- optimization algorithm
- machine learning
- support vector machine
- mutual information
- text classification
- support vector
- multi class
- optimization problems
- linear programming
- model selection
- service level
- irrelevant features
- discriminative features
- feature set
- training set
- feature space
- feature extraction
- genetic algorithm