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Robustified Multivariate Regression and Classification Using Distributionally Robust Optimization under the Wasserstein Metric.
Ruidi Chen
Ioannis Ch. Paschalidis
Published in:
CoRR (2020)
Keyphrases
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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