Risk-averse classification

DOI10.1007/S10479-019-03344-6MaRDI QIDQ6880159zbMATH OpenFDO

Authors Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong

Publication date 19 December 2025

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

machine learningsupport vector machinesrisk sharingcoherent measures of risknormalized classifiersrisk-aware classificationsoft-margin classifier

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Statistical methods; risk measures (91G70) Risk models (general) (91B05)

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