Empirical risk minimization for variable consistency dominance-based rough set approach

DOI10.1007/978-3-319-25783-9_6zbMATH Open1444.68216OpenAlexW2404793088MaRDI QIDQ3300256FDOQ3300256

Authors: Jerzy Błaszczyński, Yoshifumi Kusunoki, Roman Słowiński, Masahiro Inuiguchi 

Publication date: 28 July 2020

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-25783-9_6

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zbMATH Keywords

rough setsempirical risk minimizationvariable consistency dominance-based rough set approach

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Cites Work

• Rough sets theory for multicriteria decision analysis
• Monotonic variable consistency rough set approaches
• Likelihoodism, Bayesianism, and relational confirmation
• Variable-precision dominance-based rough set approach and attribute reduction

Cited In (5)

• Double-quantitative variable consistency dominance-based rough set approach
• On Variable Consistency Dominance-Based Rough Set Approaches
• Spare parts classification in industrial manufacturing using the dominance-based rough set approach
• Extended probabilistic rough sets under a strict dominance relation
• Empirical risk minimization for dominance-based rough set approaches

Uses Software

• ElemStatLearn

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