Robustified Multivariate Regression and Classification Using Distributionally Robust Optimization under the Wasserstein Metric.
Ruidi ChenIoannis Ch. PaschalidisPublished in: CoRR (2020)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- mathematical programming
- support vector
- classification accuracy
- decision trees
- multivariate regression
- feature extraction
- feature vectors
- machine learning
- semidefinite programming
- feature space
- risk measures
- pattern classification
- regression model
- linear regression
- training set
- feature selection
- learning algorithm