Deviation optimal learning using greedy $Q$-aggregation
نویسندگان
چکیده
منابع مشابه
Deviation Optimal Learning using Greedy Q-aggregation
Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general regression model with fixed design and measure the distance between functions by the mean squared error at the design points. While procedures based on expone...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2012
ISSN: 0090-5364
DOI: 10.1214/12-aos1025