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Distributionally Robust Logistic Regression
9 references·14 citing·29 second hop
Distributionally Robust Logistic Regression (2015)Distributionally Robust Logistic Regressi…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Kullback-Leibler divergence constrained distributionally robust optimization (2012)Kullback-Leibler divergence c…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Ambiguous chance constrained problems and robust optimization (2005)Ambiguous chance constrained …The Price of Robustness (2004)The Price of RobustnessRobust optimization ? methodology and applications (2002)Robust optimization ? methodo…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality (2022)Finite-Sample Guarantees for …It's COMPASlicated: The Messy Relationship between RAI Datasets and Algorithmic Fairness Benchmarks (2021)It's COMPASlicated: The Messy…Distributionally Robust Optimization: A review on theory and applications (2021)Distributionally Robust Optim…Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (2021)Distributionally Robust Inver…Distributionally Robust Conditional Quantile Prediction with Fixed Design (2021)Distributionally Robust Condi…Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball (2020)Tractable reformulations of t…Ensuring Fairness Beyond the Training Data (2020)Ensuring Fairness Beyond the …Distributionally robust optimization with decision dependent ambiguity sets (2020)Distributionally robust optim…Distributionally Robust Learning (2020)Distributionally Robust Learn…A Distributionally Robust Approach to Fair Classification (2020)A Distributionally Robust App…Training individually fair ML models with Sensitive Subspace Robustness (2019)Training individually fair ML…Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (2019)Decomposition algorithm for d…A distributionally robust optimization approach to reconstructing missing locations and paths using high-frequency trajectory data (2019)A distributionally robust opt…Data-driven inverse optimization with imperfect information (2017)Data-driven inverse optimizat…Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Recent advances in robust optimization: An overview (2013)Chance-Constrained Programming (1959)Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)Stochastic programming approach to optimization under uncertainty (2007)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Convex Approximations of Chance Constrained Programs (2006)Robust optimization – A comprehensive survey (2007)A robust optimization approach to closed-loop supply chain network design under uncertainty (2010)Risk, Ambiguity, and the Savage Axioms (1961)A distributionally robust perspective on uncertainty quantification and chance constrained programming (2015)Data-Driven Stochastic Programming Using Phi-Divergences (2015)Robust Optimization (2009)Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity (2022)Higher-order moments in portfolio selection problems: A comprehensive literature review (2023)Two-stage distributionally robust optimization for disaster relief logistics under option contract and demand ambiguity (2023)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)A practical guide to robust optimization (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Frameworks and Results in Distributionally Robust Optimization (2022)Data-driven robust optimization (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)
this work references cited by second hop

References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2002Robust optimization ? methodology and applications1,409 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2005Ambiguous chance constrained problems and robust optimization303 cited
  • 2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited

Cited by

  • 2021Distributionally Robust Optimization: A review on theory and applications141 cited
  • 2020Distributionally robust optimization with decision dependent ambiguity sets94 cited
  • 2017Data-driven inverse optimization with imperfect information88 cited
  • 2022Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality77 cited
  • 2019Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models58 cited

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2019
Training individually fair ML models with Sensitive Subspace Robustness
57 cited
  • 2020Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball49 cited
  • 2021Distributionally Robust Conditional Quantile Prediction with Fixed Design45 cited
  • 2021Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator45 cited
  • 2020Distributionally Robust Learning44 cited
  • 2021It's COMPASlicated: The Messy Relationship between RAI Datasets and Algorithmic Fairness Benchmarks34 cited
  • 2020Ensuring Fairness Beyond the Training Data27 cited
  • 2020A Distributionally Robust Approach to Fair Classification18 cited
  • 2019A distributionally robust optimization approach to reconstructing missing locations and paths using high-frequency trajectory data10 cited