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math.OC2022
On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given…
math.OC2022
Wasserstein Logistic Regression with Mixed Features
Aras Selvi, Mohammad Reza Belbasi, Martin B Haugh +1
Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification schem…