A distributionally robust area under curve maximization model
Year of publication: |
2020
|
---|---|
Authors: | Ma, Wenbo ; Lejeune, Miguel A. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 4, p. 460-466
|
Subject: | Area under the curve | Distributionally robust optimization | Machine learning | Wasserstein distance | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution |
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