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Learning the kernel via convex optimization
Convex optimization kernel methods machine learning support vector machine
2015/8/10
The performance of a kernel-based learning algorithm depends very much on the choice of the kernel. Recently, much attention has been paid to the problem of learning the kernel itself from given train...
Cutting-set methods for robust convex optimization with pessimizing oracles
robust optimization cutting-set methods semi-infi nite programming minimax optimization games
2015/8/10
We consider a general worst-case robust convex optimization problem, with arbitrary dependence on the uncertain parameters, which are assumed to lie in some given set of possible values. We describe a...