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cs.LG2019★ 3 cited
Robust Importance Weighting for Covariate Shift
Henry Lam, Fengpei Li, Siddharth Prusty
In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling…
math.OC2019
Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View
Henry Lam, Fengpei Li
We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for…