arXiv Machine Learning By Pedro Chumpitaz-Flores, My Duong, Juan S. Borrero, Kaixun Hua

Which Directions Matter? Sparse Design for Affine Robust Optimization

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arXiv:2606. 14648v1 Announce Type: new Abstract: Robust machine learning and optimization rely on the uncertainty model choice.

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arXiv Machine Learning
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arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.

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