Diametrical Risk Minimization: theory and computations

Author:

Norton Matthew D.,Royset Johannes O.

Funder

Air Force Office of Scientific Research

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Software

Reference49 articles.

1. Bartlett, P., Foster, D., & Telgarsky, M. (2017). Spectrally-normalized margin bounds for neural networks. In Advances in neural information processing systems (pp. 6240–6249).

2. Ben-Tal, A., & Nemirovski, A. (1998). Robust convex optimization. Mathematics of Operations Research, 23(4), 769–805.

3. Bertsimas, D., & Copenhaver, M. (2018). Characterization of the equivalence of robustification and regularization in linear and matrix regression. European Journal of Operational Research, 270(3), 931–942.

4. Bertsimas, D., Gupta, V., & Kallus, N. (2018). Robust sample average approximation. Mathematical Programming, 171(1), 217–282.

5. Boucheron, S., Lugosi, G., & Massart, P. (2016). Concentration inequalities: A nonasymptotic theory of independence. Oxford: Oxford University Press.

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