Minimax Regret Optimization for Robust Machine Learning under Distribution Shift.
Alekh AgarwalTong ZhangPublished in: COLT (2022)
Keyphrases
- machine learning
- minimax regret
- robust optimization
- stochastic programming
- preference elicitation
- decision trees
- utility elicitation
- mathematical programming
- machine learning algorithms
- text mining
- support vector machine
- multi objective
- optimal solution
- state space
- active learning
- training set
- text classification
- test set
- decision problems
- reinforcement learning
- bayesian networks
- decision making
- feature selection
- training and test data
- learning algorithm
- data mining