Robust Grouped Variable Selection Using Distributionally Robust Optimization.
Ruidi ChenIoannis Ch. PaschalidisPublished in: CoRR (2020)
Keyphrases
- robust optimization
- variable selection
- mathematical programming
- cross validation
- stochastic programming
- input variables
- model selection
- high dimensional
- dimension reduction
- decision theory
- feature selection
- lot sizing
- semidefinite programming
- neural network
- optimal solution
- linear programming
- low dimensional
- data sets
- decision making
- artificial intelligence