Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out...

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Veröffentlicht in:Mathematical programming 2011-03, Vol.127 (1), p.145-173
Hauptverfasser: Ben-Tal, Aharon, Bhadra, Sahely, Bhattacharyya, Chiranjib, Saketha Nath, J.
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Sprache:eng
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