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...

Celý popis

Podrobná bibliografia

Vydané v:	European journal of operational research Ročník 270; číslo 3; s. 931 - 942
Hlavní autori:	Bertsimas, Dimitris, Copenhaver, Martin S.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.11.2018
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!