Adversarial classification via distributional robustness with Wasserstein ambiguity

We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification, and we explore links to adversarial classification models prop...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Mathematical programming Ročník 198; číslo 2; s. 1411 - 1447
Hlavní autoři: Ho-Nguyen, Nam, Wright, Stephen J.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2023
Springer
Témata:
ISSN:0025-5610, 1436-4646
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Abstract We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification, and we explore links to adversarial classification models proposed earlier and to maximum-margin classifiers. We also provide a reformulation of the distributionally robust model for linear classification, and show it is equivalent to minimizing a regularized ramp loss objective. Numerical experiments show that, despite the nonconvexity of this formulation, standard descent methods appear to converge to the global minimizer for this problem. Inspired by this observation, we show that, for a certain class of distributions, the only stationary point of the regularized ramp loss minimization problem is the global minimizer.
AbstractList We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification, and we explore links to adversarial classification models proposed earlier and to maximum-margin classifiers. We also provide a reformulation of the distributionally robust model for linear classification, and show it is equivalent to minimizing a regularized ramp loss objective. Numerical experiments show that, despite the nonconvexity of this formulation, standard descent methods appear to converge to the global minimizer for this problem. Inspired by this observation, we show that, for a certain class of distributions, the only stationary point of the regularized ramp loss minimization problem is the global minimizer.
Audience Academic
Author Wright, Stephen J.
Ho-Nguyen, Nam
Author_xml – sequence: 1
  givenname: Nam
  orcidid: 0000-0003-4464-7730
  surname: Ho-Nguyen
  fullname: Ho-Nguyen, Nam
  email: nam.ho-nguyen@sydney.edu.au
  organization: Discipline of Business Analytics, The University of Sydney
– sequence: 2
  givenname: Stephen J.
  surname: Wright
  fullname: Wright, Stephen J.
  organization: Computer Sciences Department, University of Wisconsin
BookMark eNp90M1KAzEQwPEgCrbVF_C0L7B1kt1NtsdS_IKCBxWPYTab1CnbXUnSSt_etPXkoeQQGPLLwH_MLvuht4zdcZhyAHUfOHBQOQiRA1czmcsLNuJlIfNSlvKSjQBElVeSwzUbh7AGAF7U9Yi9zdud9QE9YZeZDkMgRwYjDX22I8xaCtFTsz0M0gs_NNsQextC9kPxK_tMIPFoqc9w09BqS3F_w64cdsHe_t0T9vH48L54zpevTy-L-TI3hSpjXlqByFthURStUw26xqBSBThVGayEcaJ2xgCYsrWNUyXy2klpJApjHPJiwqanf1fYWU29G6JHk05rN2RSIEdpPlcln9WygCoBcQLGDyF46_S3pw36veagDx31qaNOHfWxo5YJ1f-QoXgMlLZRd54WJxrSnn5lvV4PW586hnPqF_5djVs
CitedBy_id crossref_primary_10_1016_j_compind_2024_104213
crossref_primary_10_1137_22M1538946
crossref_primary_10_1007_s10107_024_02163_3
crossref_primary_10_1007_s40305_025_00580_5
Cites_doi 10.1198/016214507000000617
10.1287/opre.2015.1374
10.1016/j.ejor.2017.03.051
10.1007/BF01589116
10.1287/ijoo.2018.0001
10.1287/opre.2018.1764
10.1137/100818327
10.1111/j.1467-9965.2007.00311.x
10.1007/s10107-017-1172-1
10.1109/TSP.2019.2937282
10.1007/s10107-019-01445-5
10.1287/opre.1100.0854
10.1287/opre.13.3.444
10.1109/TIT.2021.3100107
10.1080/10556789208805504
10.1007/s10589-016-9847-8
10.1287/moor.2018.0936
10.1093/imanum/dry009
10.1198/016214503000000639
10.1080/10556780802712889
10.1007/978-3-030-02185-6
10.1109/CVPR.2019.00929
10.1287/educ.1073.0032
10.1109/SP.2017.49
10.1287/educ.2019.0198
10.1002/9781119432036
10.7551/mitpress/8996.003.0016
10.1145/3128572.3140444
10.1109/CVPR.2016.282
10.1145/1143844.1143870
10.1007/s10994-017-5663-3
10.1137/1.9781611971309
ContentType Journal Article
Copyright Crown 2022
COPYRIGHT 2023 Springer
Copyright_xml – notice: Crown 2022
– notice: COPYRIGHT 2023 Springer
DBID C6C
AAYXX
CITATION
DOI 10.1007/s10107-022-01796-6
DatabaseName SpringerOpen Free (Free internet resource, activated by CARLI)
CrossRef
DatabaseTitle CrossRef
DatabaseTitleList

CrossRef
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
Mathematics
EISSN 1436-4646
EndPage 1447
ExternalDocumentID A741986305
10_1007_s10107_022_01796_6
GrantInformation_xml – fundername: National Science Foundation
  grantid: 1740707; 2023239
  funderid: http://dx.doi.org/10.13039/100000001
– fundername: National Science Foundation
  grantid: 1628384; 1634597
  funderid: http://dx.doi.org/10.13039/100000001
– fundername: Argonne National Laboratory
  grantid: Subcontract 8F- 30039
  funderid: http://dx.doi.org/10.13039/100006224
– fundername: Defense Advanced Research Projects Agency
  grantid: N660011824020
  funderid: http://dx.doi.org/10.13039/100000185
GroupedDBID --K
--Z
-52
-5D
-5G
-BR
-EM
-Y2
-~C
-~X
.4S
.86
.DC
.VR
06D
0R~
0VY
199
1B1
1N0
1OL
1SB
203
28-
29M
2J2
2JN
2JY
2KG
2KM
2LR
2P1
2VQ
2~H
30V
3V.
4.4
406
408
409
40D
40E
5GY
5QI
5VS
67Z
6NX
6TJ
78A
7WY
88I
8AO
8FE
8FG
8FL
8TC
8UJ
8VB
95-
95.
95~
96X
AAAVM
AABHQ
AACDK
AAHNG
AAIAL
AAJBT
AAJKR
AANZL
AARHV
AARTL
AASML
AATNV
AATVU
AAUYE
AAWCG
AAYIU
AAYQN
AAYTO
AAYZH
ABAKF
ABBBX
ABBXA
ABDBF
ABDZT
ABECU
ABFTV
ABHLI
ABHQN
ABJCF
ABJNI
ABJOX
ABKCH
ABKTR
ABMNI
ABMQK
ABNWP
ABQBU
ABQSL
ABSXP
ABTEG
ABTHY
ABTKH
ABTMW
ABULA
ABUWG
ABWNU
ABXPI
ACAOD
ACBXY
ACDTI
ACGFS
ACGOD
ACHSB
ACHXU
ACIWK
ACKNC
ACMDZ
ACMLO
ACNCT
ACOKC
ACOMO
ACPIV
ACUHS
ACZOJ
ADHHG
ADHIR
ADIMF
ADINQ
ADKNI
ADKPE
ADRFC
ADTPH
ADURQ
ADYFF
ADZKW
AEBTG
AEFIE
AEFQL
AEGAL
AEGNC
AEJHL
AEJRE
AEKMD
AEMOZ
AEMSY
AENEX
AEOHA
AEPYU
AESKC
AETLH
AEVLU
AEXYK
AFBBN
AFEXP
AFFNX
AFGCZ
AFKRA
AFLOW
AFQWF
AFWTZ
AFZKB
AGAYW
AGDGC
AGGDS
AGJBK
AGMZJ
AGQEE
AGQMX
AGRTI
AGWIL
AGWZB
AGYKE
AHAVH
AHBYD
AHKAY
AHQJS
AHSBF
AHYZX
AIAKS
AIGIU
AIIXL
AILAN
AITGF
AJBLW
AJRNO
AJZVZ
AKVCP
ALMA_UNASSIGNED_HOLDINGS
ALWAN
AMKLP
AMXSW
AMYLF
AMYQR
AOCGG
ARAPS
ARCSS
ARMRJ
ASPBG
AVWKF
AXYYD
AYJHY
AZFZN
AZQEC
B-.
B0M
BA0
BAPOH
BBWZM
BDATZ
BENPR
BEZIV
BGLVJ
BGNMA
BPHCQ
BSONS
C6C
CAG
CCPQU
COF
CS3
CSCUP
DDRTE
DL5
DNIVK
DPUIP
DU5
DWQXO
EAD
EAP
EBA
EBLON
EBR
EBS
EBU
ECS
EDO
EIOEI
EJD
EMI
EMK
EPL
ESBYG
EST
ESX
FEDTE
FERAY
FFXSO
FIGPU
FINBP
FNLPD
FRNLG
FRRFC
FSGXE
FWDCC
GGCAI
GGRSB
GJIRD
GNUQQ
GNWQR
GQ6
GQ7
GQ8
GROUPED_ABI_INFORM_COMPLETE
GXS
H13
HCIFZ
HF~
HG5
HG6
HMJXF
HQYDN
HRMNR
HVGLF
HZ~
H~9
I-F
I09
IAO
IHE
IJ-
IKXTQ
ITM
IWAJR
IXC
IZIGR
IZQ
I~X
I~Z
J-C
J0Z
JBSCW
JCJTX
JZLTJ
K1G
K60
K6V
K6~
K7-
KDC
KOV
KOW
L6V
LAS
LLZTM
M0C
M0N
M2P
M4Y
M7S
MA-
N2Q
N9A
NB0
NDZJH
NPVJJ
NQ-
NQJWS
NU0
O9-
O93
O9G
O9I
O9J
OAM
P19
P2P
P62
P9R
PF0
PQBIZ
PQBZA
PQQKQ
PROAC
PT4
PT5
PTHSS
Q2X
QOK
QOS
QWB
R4E
R89
R9I
RHV
RIG
RNI
RNS
ROL
RPX
RPZ
RSV
RZK
S16
S1Z
S26
S27
S28
S3B
SAP
SCLPG
SDD
SDH
SDM
SHX
SISQX
SJYHP
SMT
SNE
SNPRN
SNX
SOHCF
SOJ
SPISZ
SRMVM
SSLCW
STPWE
SZN
T13
T16
TH9
TN5
TSG
TSK
TSV
TUC
TUS
U2A
UG4
UOJIU
UTJUX
UZXMN
VC2
VFIZW
W23
W48
WH7
WK8
XPP
YLTOR
Z45
Z5O
Z7R
Z7S
Z7X
Z7Y
Z7Z
Z81
Z83
Z86
Z88
Z8M
Z8N
Z8R
Z8T
Z8W
Z92
ZL0
ZMTXR
ZWQNP
~02
~8M
~EX
AAPKM
AAYXX
ABBRH
ABDBE
ABFSG
ABRTQ
ACSTC
ADHKG
ADXHL
AEZWR
AFDZB
AFFHD
AFHIU
AFOHR
AGQPQ
AHPBZ
AHWEU
AIXLP
AMVHM
ATHPR
AYFIA
CITATION
PHGZM
PHGZT
PQGLB
ID FETCH-LOGICAL-c374t-4e2aa1d2ea23df7bafbca7730f75ca52cf28fcc00c4debf74a18f66c6a2ccfa13
IEDL.DBID RSV
ISICitedReferencesCount 9
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000779032900001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 0025-5610
IngestDate Sat Nov 29 10:28:58 EST 2025
Sat Nov 29 03:34:03 EST 2025
Tue Nov 18 22:03:02 EST 2025
Fri Feb 21 02:43:37 EST 2025
IsDoiOpenAccess true
IsOpenAccess true
IsPeerReviewed true
IsScholarly true
Issue 2
Keywords 90C30
Wasserstein ambiguity
Ramp loss
68T09
90C17
Adversarial cassification
90C26
Nonconvex
Distributional robustness
Margin
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c374t-4e2aa1d2ea23df7bafbca7730f75ca52cf28fcc00c4debf74a18f66c6a2ccfa13
ORCID 0000-0003-4464-7730
OpenAccessLink https://link.springer.com/10.1007/s10107-022-01796-6
PageCount 37
ParticipantIDs gale_infotracacademiconefile_A741986305
crossref_primary_10_1007_s10107_022_01796_6
crossref_citationtrail_10_1007_s10107_022_01796_6
springer_journals_10_1007_s10107_022_01796_6
PublicationCentury 2000
PublicationDate 20230400
2023-04-00
20230401
PublicationDateYYYYMMDD 2023-04-01
PublicationDate_xml – month: 4
  year: 2023
  text: 20230400
PublicationDecade 2020
PublicationPlace Berlin/Heidelberg
PublicationPlace_xml – name: Berlin/Heidelberg
PublicationSubtitle A Publication of the Mathematical Optimization Society
PublicationTitle Mathematical programming
PublicationTitleAbbrev Math. Program
PublicationYear 2023
Publisher Springer Berlin Heidelberg
Springer
Publisher_xml – name: Springer Berlin Heidelberg
– name: Springer
References Xie (CR52) 2021; 186
CR37
CR36
CR33
CR31
CR30
Brooks (CR10) 2011; 59
Shafieezadeh-Abadeh, Kuhn, Mohajerin Esfahani (CR44) 2019; 20
Beck, Teboulle (CR1) 2012; 22
Bertsimas, Copenhaver (CR6) 2018; 270
Ben-Tal, Hazan, Koren, Mannor (CR4) 2015; 63
Ho-Nguyen, Kılınç-Karzan (CR27) 2018; 66
Mohajerin Esfahani, Kuhn (CR35) 2018; 171
Mangasarian (CR34) 1965; 13
CR49
CR48
CR47
CR46
Belotti, Bonami, Fischetti, Lodi, Monaci, Nogales-Gómez, Salvagnin (CR2) 2016; 65
CR43
CR42
CR40
Blanchet, Murthy (CR8) 2019; 44
Bollapragada, Byrd, Nocedal (CR9) 2019; 39
Ben-Tal, Teboulle (CR3) 2007; 17
Nocedal, Wright (CR39) 2006
Wu, Liu (CR51) 2007; 102
CR19
CR17
CR15
CR14
CR13
CR57
CR12
CR56
CR11
CR55
Chi, Lu, Chen (CR18) 2019; 67
CR54
Chen, Paschalidis (CR16) 2018; 19
CR50
Liu, Nocedal (CR32) 1989; 45
Mutapcic, Boyd (CR38) 2009; 24
Xu, Caramanis, Mannor (CR53) 2009; 10
CR29
Pydi, Jog (CR41) 2021; 67
CR28
CR26
CR25
Bennett, Mangasarian (CR5) 1992; 1
CR24
CR23
Bertsimas, Dunn, Pawlowski, Zhuo (CR7) 2019; 1
CR22
CR21
CR20
Shen, Tseng, Zhang, Wong (CR45) 2003; 98
D Bertsimas (1796_CR6) 2018; 270
P Mohajerin Esfahani (1796_CR35) 2018; 171
OL Mangasarian (1796_CR34) 1965; 13
JP Brooks (1796_CR10) 2011; 59
1796_CR49
S Shafieezadeh-Abadeh (1796_CR44) 2019; 20
1796_CR46
1796_CR48
P Belotti (1796_CR2) 2016; 65
KP Bennett (1796_CR5) 1992; 1
1796_CR47
1796_CR42
1796_CR43
D Bertsimas (1796_CR7) 2019; 1
N Ho-Nguyen (1796_CR27) 2018; 66
1796_CR40
DC Liu (1796_CR32) 1989; 45
W Xie (1796_CR52) 2021; 186
R Chen (1796_CR16) 2018; 19
J Blanchet (1796_CR8) 2019; 44
1796_CR37
1796_CR36
1796_CR31
1796_CR30
1796_CR33
A Mutapcic (1796_CR38) 2009; 24
Y Wu (1796_CR51) 2007; 102
1796_CR28
X Shen (1796_CR45) 2003; 98
A Ben-Tal (1796_CR4) 2015; 63
Y Chi (1796_CR18) 2019; 67
1796_CR29
1796_CR24
1796_CR23
A Ben-Tal (1796_CR3) 2007; 17
1796_CR26
1796_CR25
1796_CR20
1796_CR22
1796_CR21
A Beck (1796_CR1) 2012; 22
MS Pydi (1796_CR41) 2021; 67
H Xu (1796_CR53) 2009; 10
1796_CR17
1796_CR19
1796_CR13
1796_CR57
1796_CR12
1796_CR56
1796_CR15
J Nocedal (1796_CR39) 2006
1796_CR14
1796_CR11
1796_CR55
1796_CR54
1796_CR50
R Bollapragada (1796_CR9) 2019; 39
References_xml – ident: CR22
– ident: CR49
– volume: 102
  start-page: 974
  issue: 479
  year: 2007
  end-page: 983
  ident: CR51
  article-title: Robust truncated hinge loss support vector machines
  publication-title: J. Am. Stat. Assoc.
  doi: 10.1198/016214507000000617
– volume: 63
  start-page: 628
  issue: 3
  year: 2015
  end-page: 638
  ident: CR4
  article-title: Oracle-based robust optimization via online learning
  publication-title: Oper. Res.
  doi: 10.1287/opre.2015.1374
– volume: 270
  start-page: 931
  issue: 3
  year: 2018
  end-page: 942
  ident: CR6
  article-title: Characterization of the equivalence of robustification and regularization in linear and matrix regression
  publication-title: Eur. J. Oper. Res.
  doi: 10.1016/j.ejor.2017.03.051
– ident: CR12
– year: 2006
  ident: CR39
  publication-title: Numerical optimization
– volume: 45
  start-page: 503
  issue: 1
  year: 1989
  end-page: 528
  ident: CR32
  article-title: On the limited memory BFGS method for large scale optimization
  publication-title: Math. Program.
  doi: 10.1007/BF01589116
– volume: 10
  start-page: 1485
  issue: 51
  year: 2009
  end-page: 1510
  ident: CR53
  article-title: Robustness and regularization of support vector machines
  publication-title: J. Mach. Learn. Res.
– volume: 1
  start-page: 2
  issue: 1
  year: 2019
  end-page: 34
  ident: CR7
  article-title: Robust classification
  publication-title: INFORMS J. Optim.
  doi: 10.1287/ijoo.2018.0001
– volume: 66
  start-page: 1670
  issue: 6
  year: 2018
  end-page: 1692
  ident: CR27
  article-title: Online first-order framework for robust convex optimization
  publication-title: Oper. Res.
  doi: 10.1287/opre.2018.1764
– volume: 22
  start-page: 557
  issue: 2
  year: 2012
  end-page: 580
  ident: CR1
  article-title: Smoothing and first order methods: a unified framework
  publication-title: SIAM J. Optim.
  doi: 10.1137/100818327
– ident: CR29
– ident: CR54
– volume: 17
  start-page: 449
  issue: 3
  year: 2007
  end-page: 476
  ident: CR3
  article-title: An old-new concept of convex risk measures: the optimized certainty equivalent
  publication-title: Math. Finance
  doi: 10.1111/j.1467-9965.2007.00311.x
– volume: 20
  start-page: 1
  issue: 103
  year: 2019
  end-page: 68
  ident: CR44
  article-title: Regularization via mass transportation
  publication-title: J. Mach. Learn. Res.
– ident: CR25
– ident: CR42
– ident: CR21
– ident: CR46
– ident: CR19
– volume: 171
  start-page: 115
  issue: 1
  year: 2018
  end-page: 166
  ident: CR35
  article-title: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
  publication-title: Math. Program.
  doi: 10.1007/s10107-017-1172-1
– ident: CR15
– ident: CR50
– volume: 67
  start-page: 5239
  issue: 20
  year: 2019
  end-page: 5269
  ident: CR18
  article-title: Nonconvex optimization meets low-rank matrix factorization: an overview
  publication-title: IEEE Trans. Signal Process.
  doi: 10.1109/TSP.2019.2937282
– volume: 186
  start-page: 115
  issue: 1
  year: 2021
  end-page: 155
  ident: CR52
  article-title: On distributionally robust chance constrained programs with Wasserstein distance
  publication-title: Math. Program.
  doi: 10.1007/s10107-019-01445-5
– volume: 59
  start-page: 467
  issue: 2
  year: 2011
  end-page: 479
  ident: CR10
  article-title: Support vector machines with the ramp loss and the hard margin loss
  publication-title: Oper. Res.
  doi: 10.1287/opre.1100.0854
– ident: CR11
– ident: CR57
– ident: CR36
– ident: CR26
– volume: 13
  start-page: 444
  issue: 3
  year: 1965
  end-page: 452
  ident: CR34
  article-title: Linear and nonlinear separation of patterns by linear programming
  publication-title: Oper. Res.
  doi: 10.1287/opre.13.3.444
– ident: CR43
– ident: CR47
– ident: CR14
– volume: 67
  start-page: 6031
  issue: 9
  year: 2021
  end-page: 6052
  ident: CR41
  article-title: Adversarial risk via optimal transport and optimal couplings
  publication-title: IEEE Trans. Inf. Theory
  doi: 10.1109/TIT.2021.3100107
– ident: CR37
– volume: 1
  start-page: 23
  issue: 1
  year: 1992
  end-page: 34
  ident: CR5
  article-title: Robust linear programming discrimination of two linearly inseparable sets
  publication-title: Optim. Methods Softw.
  doi: 10.1080/10556789208805504
– ident: CR30
– ident: CR33
– volume: 65
  start-page: 545
  issue: 3
  year: 2016
  end-page: 566
  ident: CR2
  article-title: On handling indicator constraints in mixed integer programming
  publication-title: Comput. Optim. Appl.
  doi: 10.1007/s10589-016-9847-8
– ident: CR56
– ident: CR40
– ident: CR23
– ident: CR48
– volume: 44
  start-page: 565
  issue: 2
  year: 2019
  end-page: 600
  ident: CR8
  article-title: Quantifying distributional model risk via optimal transport
  publication-title: Math. Oper. Res.
  doi: 10.1287/moor.2018.0936
– volume: 39
  start-page: 545
  issue: 2
  year: 2019
  end-page: 578
  ident: CR9
  article-title: Exact and inexact subsampled Newton methods for optimization
  publication-title: IMA J. Numer. Anal.
  doi: 10.1093/imanum/dry009
– ident: CR17
– ident: CR31
– ident: CR13
– volume: 98
  start-page: 724
  issue: 463
  year: 2003
  end-page: 734
  ident: CR45
  article-title: On -learning
  publication-title: J. Am. Stat. Assoc.
  doi: 10.1198/016214503000000639
– volume: 19
  start-page: 1
  issue: 13
  year: 2018
  end-page: 48
  ident: CR16
  article-title: A robust learning approach for regression models based on distributionally robust optimization
  publication-title: J. Mach. Learn. Res.
– volume: 24
  start-page: 381
  issue: 3
  year: 2009
  end-page: 406
  ident: CR38
  article-title: Cutting-set methods for robust convex optimization with pessimizing oracles
  publication-title: Optim. Methods Softw.
  doi: 10.1080/10556780802712889
– ident: CR55
– ident: CR28
– ident: CR24
– ident: CR20
– volume: 186
  start-page: 115
  issue: 1
  year: 2021
  ident: 1796_CR52
  publication-title: Math. Program.
  doi: 10.1007/s10107-019-01445-5
– volume: 102
  start-page: 974
  issue: 479
  year: 2007
  ident: 1796_CR51
  publication-title: J. Am. Stat. Assoc.
  doi: 10.1198/016214507000000617
– ident: 1796_CR24
  doi: 10.1007/978-3-030-02185-6
– volume: 17
  start-page: 449
  issue: 3
  year: 2007
  ident: 1796_CR3
  publication-title: Math. Finance
  doi: 10.1111/j.1467-9965.2007.00311.x
– ident: 1796_CR46
– ident: 1796_CR33
– ident: 1796_CR37
  doi: 10.1109/CVPR.2019.00929
– ident: 1796_CR14
– ident: 1796_CR56
– volume: 63
  start-page: 628
  issue: 3
  year: 2015
  ident: 1796_CR4
  publication-title: Oper. Res.
  doi: 10.1287/opre.2015.1374
– ident: 1796_CR42
  doi: 10.1287/educ.1073.0032
– ident: 1796_CR47
– ident: 1796_CR22
– volume: 65
  start-page: 545
  issue: 3
  year: 2016
  ident: 1796_CR2
  publication-title: Comput. Optim. Appl.
  doi: 10.1007/s10589-016-9847-8
– volume: 19
  start-page: 1
  issue: 13
  year: 2018
  ident: 1796_CR16
  publication-title: J. Mach. Learn. Res.
– ident: 1796_CR12
  doi: 10.1109/SP.2017.49
– volume: 171
  start-page: 115
  issue: 1
  year: 2018
  ident: 1796_CR35
  publication-title: Math. Program.
  doi: 10.1007/s10107-017-1172-1
– volume: 67
  start-page: 6031
  issue: 9
  year: 2021
  ident: 1796_CR41
  publication-title: IEEE Trans. Inf. Theory
  doi: 10.1109/TIT.2021.3100107
– volume: 20
  start-page: 1
  issue: 103
  year: 2019
  ident: 1796_CR44
  publication-title: J. Mach. Learn. Res.
– volume: 67
  start-page: 5239
  issue: 20
  year: 2019
  ident: 1796_CR18
  publication-title: IEEE Trans. Signal Process.
  doi: 10.1109/TSP.2019.2937282
– ident: 1796_CR26
– ident: 1796_CR43
– volume: 1
  start-page: 2
  issue: 1
  year: 2019
  ident: 1796_CR7
  publication-title: INFORMS J. Optim.
  doi: 10.1287/ijoo.2018.0001
– ident: 1796_CR11
– volume: 13
  start-page: 444
  issue: 3
  year: 1965
  ident: 1796_CR34
  publication-title: Oper. Res.
  doi: 10.1287/opre.13.3.444
– ident: 1796_CR29
  doi: 10.1287/educ.2019.0198
– ident: 1796_CR57
– ident: 1796_CR15
– ident: 1796_CR48
– volume: 1
  start-page: 23
  issue: 1
  year: 1992
  ident: 1796_CR5
  publication-title: Optim. Methods Softw.
  doi: 10.1080/10556789208805504
– volume: 24
  start-page: 381
  issue: 3
  year: 2009
  ident: 1796_CR38
  publication-title: Optim. Methods Softw.
  doi: 10.1080/10556780802712889
– ident: 1796_CR40
  doi: 10.1002/9781119432036
– volume-title: Numerical optimization
  year: 2006
  ident: 1796_CR39
– volume: 22
  start-page: 557
  issue: 2
  year: 2012
  ident: 1796_CR1
  publication-title: SIAM J. Optim.
  doi: 10.1137/100818327
– ident: 1796_CR25
– volume: 66
  start-page: 1670
  issue: 6
  year: 2018
  ident: 1796_CR27
  publication-title: Oper. Res.
  doi: 10.1287/opre.2018.1764
– volume: 39
  start-page: 545
  issue: 2
  year: 2019
  ident: 1796_CR9
  publication-title: IMA J. Numer. Anal.
  doi: 10.1093/imanum/dry009
– volume: 270
  start-page: 931
  issue: 3
  year: 2018
  ident: 1796_CR6
  publication-title: Eur. J. Oper. Res.
  doi: 10.1016/j.ejor.2017.03.051
– ident: 1796_CR54
  doi: 10.7551/mitpress/8996.003.0016
– volume: 10
  start-page: 1485
  issue: 51
  year: 2009
  ident: 1796_CR53
  publication-title: J. Mach. Learn. Res.
– ident: 1796_CR13
  doi: 10.1145/3128572.3140444
– ident: 1796_CR31
– ident: 1796_CR36
  doi: 10.1109/CVPR.2016.282
– ident: 1796_CR21
  doi: 10.1145/1143844.1143870
– ident: 1796_CR50
– ident: 1796_CR49
– volume: 59
  start-page: 467
  issue: 2
  year: 2011
  ident: 1796_CR10
  publication-title: Oper. Res.
  doi: 10.1287/opre.1100.0854
– volume: 44
  start-page: 565
  issue: 2
  year: 2019
  ident: 1796_CR8
  publication-title: Math. Oper. Res.
  doi: 10.1287/moor.2018.0936
– ident: 1796_CR20
– ident: 1796_CR28
– ident: 1796_CR23
  doi: 10.1007/s10994-017-5663-3
– ident: 1796_CR17
– ident: 1796_CR30
– ident: 1796_CR55
– ident: 1796_CR19
  doi: 10.1137/1.9781611971309
– volume: 45
  start-page: 503
  issue: 1
  year: 1989
  ident: 1796_CR32
  publication-title: Math. Program.
  doi: 10.1007/BF01589116
– volume: 98
  start-page: 724
  issue: 463
  year: 2003
  ident: 1796_CR45
  publication-title: J. Am. Stat. Assoc.
  doi: 10.1198/016214503000000639
SSID ssj0001388
Score 2.4730403
Snippet We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims...
SourceID gale
crossref
springer
SourceType Aggregation Database
Enrichment Source
Index Database
Publisher
StartPage 1411
SubjectTerms Calculus of Variations and Optimal Control; Optimization
Combinatorics
Full Length Paper
Mathematical and Computational Physics
Mathematical Methods in Physics
Mathematics
Mathematics and Statistics
Mathematics of Computing
Numerical Analysis
Theoretical
Title Adversarial classification via distributional robustness with Wasserstein ambiguity
URI https://link.springer.com/article/10.1007/s10107-022-01796-6
Volume 198
WOSCitedRecordID wos000779032900001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVAVX
  databaseName: SpringerLINK Contemporary 1997-Present
  customDbUrl:
  eissn: 1436-4646
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0001388
  issn: 0025-5610
  databaseCode: RSV
  dateStart: 19970101
  isFulltext: true
  titleUrlDefault: https://link.springer.com/search?facet-content-type=%22Journal%22
  providerName: Springer Nature
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV1LSwMxEA5aPejBt1hf7EHwoIFmd5tNj0UsHrSI9dFbmMxmpaCtdLf9_Wb2UVuQgh4XsiHMTGYmycz3MXah3EnHiEbA4yZYHmJDcQUi5qFx8c_GSRQV6Pr3Uber-v3WY9kUllbV7tWTZO6p55rdBF2r-VRKELUkl6tszYU7RYQNT73Xmf8VgVIVUStlB2WrzO9zLISjyikvPonmkaaz_b817rCtMrP02oUp7LIVO9xjm3N4g-7rYQbSmu6zXk7GnAKZoIeURVPZUK4pbzoALyZM3ZIOy40Yj8wkzcgzenR5671B3qlJbJkefJrB-8Ql9AfspXP7fHPHS44FjkEUZjy0Pjjd-Bb8wGnGQGIQIrftk6iJ0PQx8VWC2GhgGFuTRCEIlUiJEnzEBERwyGrD0dAeMQ9tgM5dSGOMpP5XBdYlVzEIK2SslKgzUYlaYwlATjwYH_oHOpnEp534dC4-LevsavbPVwG_sXT0JWlQ0950MyOULQZufYRypdsufWop6VxcnV1XCtTlpk2XTHz8t-EnbINY6YsCn1NWy8YTe8bWcZoN0vF5bq3f7fTlXw
linkProvider Springer Nature
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV3dS8MwED_8AvXBb3F-9kHwQQtL26XZo4hDcQ7RqXsLl2sqA91k3fz7zXXtVJCBPhbSEO4ud5fk7vcDOFbupGNENfSTGlo_oqryFYrEj4yLfzZJ43iMrt-MWy3V6dTviqawrKx2L58kc0_9rdlN8LVawKUEcV36chbmIxexGDH__uFp4n9FqFRJ1MrZQdEq8_scP8JR6ZR_Ponmkaax-r81rsFKkVl652NTWIcZ29uA5W94g-7rdgLSmm3CQ07GnCGboEecRXPZUK4p76OLXsKYugUdlhsx6JtRNmTP6PHlrfeMeacms2V6-Ga6LyOX0G_BY-OyfXHlFxwLPoVxNPQjG6DTTWAxCJ1mDKaGMHbbPo1rhLWA0kClRNUqRYk1aRyhUKmUJDEgSlGE2zDX6_fsDnhkQ3LuQhpjJPe_KrQuuUpQWCETpUQFRClqTQUAOfNgvOov6GQWn3bi07n4tKzA6eSf9zH8xtTRJ6xBzXvTzUxYtBi49THKlT536VNdSefiKnBWKlAXmzabMvHu34YfweJV-7apm9etmz1YYob6cbHPPswNByN7AAv0Mexmg8Pccj8Btt7oQw
linkToPdf http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LTxsxEB6VtELtASgPNTzKHpB6gFXi3Y3XOSIgalWIkGiBmzWetVEkCCi7ye-vZx9pkBAS4riS17Jm7PHYnu_7AA6UP-kY0Y3DrIc2TKirQoUiCxPj9z-buTSt2PXP0-FQ3d72LxdQ_GW1e_MkWWEamKVpXHSeMtdZAL4JvmKLuKwg7ctQLsHHhAvp-bx-dT2PxSJWqhFt5Uyhhs283MezrakJ0M-fR8tdZ7D6_vGuwUqdcQbH1RT5Ch_seB2-LPAQ-q-LOXlrvgFXpUhzjjw1A-LsmsuJSg8GsxEGGXPt1jJZvsXk0UzzgiNmwJe6wQ2WCE5W0QzwwYzupj7R34S_g7M_Jz_DWnshpDhNijCxEXqfRRaj2HvMoDOEqQ8HLu0R9iJykXJE3S4lmTUuTVAoJyVJjIgcingLWuPHsf0GAdmYfBiRxhjJuFiF1iddGQorZKaUaINozK6pJiZnfYx7_Z9Smc2nvfl0aT4t23A4_-epouV4tfUP9qbmNet7JqyhB358zH6lj31a1VfSh742HDXO1PVizl_pePttzfdh-fJ0oM9_DX_vwGcWrq9qgHahVUymdg8-0awY5ZPv5ST-B77B8Sc
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Adversarial+classification+via+distributional+robustness+with+Wasserstein+ambiguity&rft.jtitle=Mathematical+programming&rft.au=Ho-Nguyen%2C+Nam&rft.au=Wright%2C+Stephen+J.&rft.date=2023-04-01&rft.pub=Springer+Berlin+Heidelberg&rft.issn=0025-5610&rft.eissn=1436-4646&rft.volume=198&rft.issue=2&rft.spage=1411&rft.epage=1447&rft_id=info:doi/10.1007%2Fs10107-022-01796-6&rft.externalDocID=10_1007_s10107_022_01796_6
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0025-5610&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0025-5610&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0025-5610&client=summon