A robust learning approach for regression models based on distributionally robust optimization
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distributionally robust optimizationgeneralization guaranteesregularized regressionrobust learningWasserstein metric
Convergence of probability measures (60B10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05) Robustness in mathematical programming (90C17) Minimax problems in mathematical programming (90C47)
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Cited in
(28)- Distributionally robust optimization. A review on theory and applications
- Robust grouped variable selection using distributionally robust optimization
- Frameworks and results in distributionally robust optimization
- Partition-based distributionally robust optimization via optimal transport with order cone constraints
- Robust latent regression with discriminative regularization by leveraging auxiliary knowledge
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
- Learning parametric policies and transition probability models of Markov decision processes from data
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- A distributionally robust area under curve maximization model
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach
- Adversarial classification via distributional robustness with Wasserstein ambiguity
- Dynamical systems approach to outlier robust deep neural networks for regression
- scientific article; zbMATH DE number 7370573 (Why is no real title available?)
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- A decomposition scheme for Wasserstein distributionally robust emergency relief network design under demand uncertainty and social donations
- A survey of contextual optimization methods for decision-making under uncertainty
- Efficient data-driven optimization with noisy data
- ℓ 1 -regularization learning based on Huber regression
- Learning models with uniform performance via distributionally robust optimization
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