Classification on UCI credit-approval (80%:20% train-test)
13.04Classification ErrorDistributionally Robust Optimization
Evaluation results
| Method | Links | |
|---|---|---|
| Distributionally Robust OptimizationLasso Regularization=false, Kappa (κ)=m2022.05 | 13.04 | |
| Lasso-regularized Distributionally Robust OptimizationLasso Regularization=true, Kappa (κ)=m2022.05 | 13.04 | |
| Prediction Intervals (PI)Alpha (α)=0.052022.05 | 13.41 | |
| Distributionally Robust OptimizationLasso Regularization=false, Kappa (κ)=12022.05 | 13.77 | |
| Logistic RegressionLasso Regularization=false2022.05 | 14.13 | |
| Lasso-regularized Logistic RegressionLasso Regularization=true2022.05 | 14.13 | |
| Lasso-regularized Distributionally Robust OptimizationLasso Regularization=true, Kappa (κ)=12022.05 | 14.13 | |
| Mixed-feature Logistic RegressionKappa (κ)=12022.05 | 14.13 | |
| Mixed-feature Logistic RegressionKappa (κ)=m2022.05 | 14.13 |