scientific article; zbMATH DE number 6860773

zbMath1434.68440MaRDI QIDQ4636973

Matthew Norton, Alexander Mafusalov, Stan Uryasev

Publication date: 17 April 2018

Full work available at URL: http://jmlr.csail.mit.edu/papers/v18/15-566.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robust optimizationsupport vector machinesconditional value-at-riskbinary classificationbuffered probability of exceedance

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

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Uses Software

• Pegasos

Cites Work

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• Maximization of AUC and buffered AUC in binary classification
• Support-vector networks
• Stochastic subgradient descent method for large-scale robust chance-constrained support vector machines
• Training v-Support Vector Classifiers: Theory and Algorithms
• Cardinality of Upper Average and Its Application to Network Optimization
• Buffered Probability of Exceedance: Mathematical Properties and Optimization
• 10.1162/153244302760200704
• Training a Support Vector Machine in the Primal