A risk-averse learning machine via variance-dependent penalization.
Cui FuShuisheng ZhouYuxue ChenLi ChenBanghe HanPublished in: Pattern Recognit. Lett. (2023)
Keyphrases
- learning machines
- risk averse
- risk neutral
- generalization error
- support vector
- utility function
- decision makers
- stochastic programming
- ensemble learning
- model selection
- support vector machine
- learning algorithm
- learning tasks
- training algorithm
- portfolio management
- vc dimension
- pattern recognition
- multi task
- machine learning
- multi task learning
- sample complexity
- learning problems
- neural network
- training set
- cross validation
- upper bound
- multistage
- multi class
- genetic algorithm
- lower bound