Chance constrained uncertain classification via robust optimization (Q633103): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10107-010-0415-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2167778738 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3182207 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Selected topics in robust convex optimization / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Goal-Driven Optimization / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Robust Optimization Perspective on Stochastic Programming / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5452361 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: 10.1162/153244303321897726 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convex Approximations of Chance Constrained Programs / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4324980 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convex Analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3259356 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3093392 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4261789 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 22:55, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Chance constrained uncertain classification via robust optimization |
scientific article |
Statements
Chance constrained uncertain classification via robust optimization (English)
0 references
31 March 2011
0 references
The classification issue is one of the most common, but, at the same time, one of the most fruitful domains in the machine learning methodology. Ideally, the data used in the classification process have to be certain and neat. Unfortunately, this is not the case encountered in real-world problems. In real applications, data with different degree of uncertainty are met and there is the need to deal with such data in an appropriate way. This paper analyses the problem of building an efficient method to deal with uncertain data by using Bernstein bounding schemes (BBS). The main idea is to pose the uncertain data classification problem as a convex chance-constrained program and relax it as a second order cone program using BBS. Thus, various robust formulations employing different levels of partial information have been derived. The paper also provides numerical experiments which compare this new approach with existing methodologies in order to highlight its effectiveness.
0 references
chance-constraints
0 references
Bernstein inequalities
0 references
maximum-margin classification
0 references
SOCP
0 references