Mohammad Reza Belbasi – Optimization Online

It’s All in the Mix: Wasserstein Machine Learning with Mixed Features

Published: 2023/12/20

Optimization in Data Science, Robust Optimization Cutting Plane Methods, distributionally robust optimization, machine learning, np-hard problems

CitationBelbasi R., Selvi A., Wiesemann W. (December 2023) It’s all in the mix: Wasserstein machine learning with mixed features. Preprint.ArticleDownload View PDF

Wasserstein Logistic Regression with Mixed Features

Published: 2022/05/26, Updated: 2023/01/14

Aras Selvi

Mohammad Reza Belbasi

Martin Haugh

Wolfram Wiesemann

Convex Optimization, Linear, Cone and Semidefinite Programming, Robust Optimization distributionally robust optimization, logistic regression, wasserstein distance

Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments, it is inherently limited to numerical features. In this paper, we show that distributionally robust logistic regression with mixed (i.e., numerical and categorical) features, despite amounting … Read more