Robust Grouped Variable Selection Using Distributionally Robust Optimization

Chen, Ruidi; Paschalidis, Ioannis Ch.

doi:10.1007/s10957-022-02065-4

Robust Grouped Variable Selection Using Distributionally Robust Optimization

Journal Article · 28 June 2022 · Journal of Optimization Theory and Applications

DOI:https://doi.org/10.1007/s10957-022-02065-4· OSTI ID:1976692

Chen, Ruidi;

Not provided.

Research Organization:: Boston Univ., MA (United States); Fraunhofer USA Inc., Plymouth, MI (United States)

Sponsoring Organization:: USDOE Advanced Research Projects Agency - Energy (ARPA-E)

DOE Contract Number:: AR0001282; EE0009696

OSTI ID:: 1976692

Journal Information:: Journal of Optimization Theory and Applications, Vol. 194, Issue 3; ISSN 0022-3239

Publisher:: Springer

Country of Publication:: United States

Language:: English

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Distributionally Robust Learning Chen, Ruidi; Paschalidis, Ioannis Ch. Foundations and Trends® in Optimization, Vol. 4, Issue 1-2 https://doi.org/10.1561/2400000026	journal	January 2020
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems Delage, Erick; Ye, Yinyu Operations Research, Vol. 58, Issue 3 https://doi.org/10.1287/opre.1090.0741	journal	June 2010
Learning models with uniform performance via distributionally robust optimization Duchi, John C.; Namkoong, Hongseok The Annals of Statistics, Vol. 49, Issue 3 https://doi.org/10.1214/20-AOS2004	journal	June 2021
Distributionally Robust Optimization and Its Tractable Approximations Goh, Joel; Sim, Melvyn Operations Research, Vol. 58, Issue 4-part-1 https://doi.org/10.1287/opre.1090.0795	journal	August 2010
Group lasso with overlap and graph lasso Jacob, Laurent; Obozinski, Guillaume; Vert, Jean-Philippe Proceedings of the 26th Annual International Conference on Machine Learning https://doi.org/10.1145/1553374.1553431	conference	June 2009
Oracle inequalities and optimal inference under group sparsity Lounici, Karim; Pontil, Massimiliano; van de Geer, Sara The Annals of Statistics, Vol. 39, Issue 4 https://doi.org/10.1214/11-AOS896	journal	August 2011
The Group Lasso for Logistic Regression Meier, Lukas; Van De Geer, Sara; Bühlmann, Peter Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 70, Issue 1 https://doi.org/10.1111/j.1467-9868.2007.00627.x	journal	January 2008
The Group-Lasso for generalized linear models Roth, Volker; Fischer, Bernd Proceedings of the 25th international conference on Machine learning - ICML '08 https://doi.org/10.1145/1390156.1390263	conference	January 2008
Normalized cuts and image segmentation No authors listed IEEE Transactions on Pattern Analysis and Machine Intelligence, Vol. 22, Issue 8 https://doi.org/10.1109/34.868688	journal	January 2000
A Sparse-Group Lasso Simon, Noah; Friedman, Jerome; Hastie, Trevor Journal of Computational and Graphical Statistics, Vol. 22, Issue 2 https://doi.org/10.1080/10618600.2012.681250	journal	April 2013
Regression Shrinkage and Selection Via the Lasso Tibshirani, Robert Journal of the Royal Statistical Society: Series B (Methodological), Vol. 58, Issue 1 https://doi.org/10.1111/j.2517-6161.1996.tb02080.x	journal	January 1996
A tutorial on spectral clustering von Luxburg, Ulrike Statistics and Computing, Vol. 17, Issue 4 https://doi.org/10.1007/s11222-007-9033-z	journal	August 2007
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