Bilevel optimization for feature selection in the data-driven newsvendor problem.
Breno SerranoStefan MinnerMaximilian SchifferThibaut VidalPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- data driven
- feature selection
- optimization process
- optimization algorithm
- global optimization
- feature space
- parameter optimization
- constrained optimization
- optimization problems
- convex programming
- linear programming
- optimization method
- discriminative features
- selected features
- mathematical programming
- machine learning
- text categorization
- mutual information
- support vector machine
- combinatorial optimization
- high dimensionality
- text classification
- knn
- quadratic programming
- classification accuracy
- support vector
- unsupervised feature selection
- method for feature selection