Risk-Based Robust Statistical Learning by Stochastic Difference-of-Convex Value-Function Optimization
From MaRDI portal
Recommendations
- A robust approach based on conditional value-at-risk measure to statistical learning problems
- Convex and Nonconvex Risk-Based Linear Regression at Scale
- Excess risk bounds in robust empirical risk minimization
- Robust high dimensional learning for Lipschitz and convex losses
- Value-at-risk support vector machine: stability to outliers
Cited in
(5)- Sequential sample average majorization-minimization
- A proximal splitting algorithm for generalized DC programming with applications in signal recovery
- Large-scale robust regression with truncated loss via majorization-minimization algorithm
- Risk-adaptive approaches to stochastic optimization: a survey
- Logarithmic integral optimization via adaptive importance sampling based surrogation methods
This page was built for publication: Risk-Based Robust Statistical Learning by Stochastic Difference-of-Convex Value-Function Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152469)