Characterization of the equivalence of robustification and regularization in linear and matrix regression
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Publication:723995
DOI10.1016/j.ejor.2017.03.051zbMath1403.62040arXiv1411.6160OpenAlexW2963772730WikidataQ89226031 ScholiaQ89226031MaRDI QIDQ723995
Martin S. Copenhaver, Dimitris J. Bertsimas
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.6160
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Convex programming (90C25) Learning and adaptive systems in artificial intelligence (68T05)
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Uses Software
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