no code implementations • 15 Oct 2022 • Ruidi Chen, Boran Hao, Ioannis Ch. Paschalidis
We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers.
no code implementations • 27 Sep 2021 • Shahabeddin Sotudian, Ruidi Chen, Ioannis Paschalidis
We show that this is equivalent to a regularized regression problem with a matrix norm regularizer.
no code implementations • 27 Sep 2021 • Ruidi Chen, Boran Hao, Ioannis Paschalidis
We develop a Distributionally Robust Optimization (DRO) formulation for Multiclass Logistic Regression (MLR), which could tolerate data contaminated by outliers.
no code implementations • 20 Aug 2021 • Ruidi Chen, Ioannis Ch. Paschalidis
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric.
no code implementations • 10 Jun 2020 • Ruidi Chen, Ioannis Ch. Paschalidis
We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems.
no code implementations • 10 Jun 2020 • Ruidi Chen, Ioannis Ch. Paschalidis
We develop Distributionally Robust Optimization (DRO) formulations for Multivariate Linear Regression (MLR) and Multiclass Logistic Regression (MLG) when both the covariates and responses/labels may be contaminated by outliers.
1 code implementation • NeurIPS 2019 • Ruidi Chen, Ioannis Paschalidis
This paper develops a prediction-based prescriptive model for optimal decision making that (i) predicts the outcome under each action using a robust nonlinear model, and (ii) adopts a randomized prescriptive policy determined by the predicted outcomes.
no code implementations • 14 Nov 2018 • Ruidi Chen, Ioannis Paschalidis
We develop a prediction-based prescriptive model for learning optimal personalized treatments for patients based on their Electronic Health Records (EHRs).
no code implementations • 7 Jun 2017 • Ruidi Chen, Ioannis Ch. Paschalidis
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers.