Robust Wasserstein profile inference and applications to machine learning (Q5235055)
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scientific article; zbMATH DE number 7114088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Wasserstein profile inference and applications to machine learning |
scientific article; zbMATH DE number 7114088 |
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Robust Wasserstein profile inference and applications to machine learning (English)
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7 October 2019
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distributionally robust optimization
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Wasserstein distance
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regularization
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square-root Lasso
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logistic regression
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support vector machine
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limit characterization of optimal Wasserstein ball radius and regularization parameter
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empirical likelihood
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