An Evolutionary Machine Learning Approach Towards Less Conservative Robust Optimization.
Priyanka Devi PantulaKishalay MitraPublished in: CEC (2019)
Keyphrases
- robust optimization
- machine learning
- chance constrained
- stochastic programming
- mathematical programming
- risk measures
- portfolio optimization
- learning tasks
- decision trees
- machine learning algorithms
- chance constraints
- learning algorithm
- decision theory
- bayesian networks
- combinatorial optimization
- support vector machine
- active learning
- evolutionary algorithm
- feature selection