RCMARS: Robustification of CMARS with different scenarios under polyhedral uncertainty set

► Our recently developed CMARS is powerful in handling complex, heterogeneous data. ► We include into CMARS the existence of uncertainty about the scenarios. ► We refine our CMARS algorithm by a robust optimization technique. ► We represent the new robust CMARS in theory and method. ► We represent our RCMARS results with different uncertainty scenarios.