Characterization of the equivalence of robustification and regularization in linear and matrix regression

•We characterize the connection between robust optimization and regularization.•We extend the characterization to new settings such as matrix completion.•Robust optimization and regularization are not always equivalent. The notion of developing statistical methods in machine learning which are robus...

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Veröffentlicht in:	European journal of operational research Jg. 270; H. 3; S. 931 - 942
Hauptverfasser:	Bertsimas, Dimitris, Copenhaver, Martin S.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.11.2018
Schlagworte:	Adversarial learning Convex programming Penalty methods Robust optimization Statistical regression Statistical regression Penalty methods Robust optimization Adversarial learning Convex programming
ISSN:	0377-2217, 1872-6860
Online-Zugang:	Volltext
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