Characterization of the equivalence of robustification and regularization in linear and matrix regression

The notion of developing statistical methods in machine learning which are robust to adversarial perturbations in the underlying data has been the subject of increasing interest in recent years. A common feature of this work is that the adversarial robustification often corresponds exactly to regula...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J, Copenhaver, Martin Steven
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Elsevier BV 2022
Online Access:https://hdl.handle.net/1721.1/135747.2