9月18日
研討會, 演講, 講座
Seminar on Applied Mathematics and Machine Learning - Asymptotic Behavior of Robust Wasserstein Profile Inference (RWPI) Function Analysis --- selecting δ for DRO (Distributionally Robust Optimization) Problems
Recently, [1] showed that several machine learning algorithms, such as Lasso, Support Vector Machines, and regularized logistic regression, and many others can be represented exactly as distributionally robust optimization (DRO) problems.