Empirical risk minimization is optimal for the convex aggregation problem
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منابع مشابه
Empirical risk minimization is optimal for the convex aggregation problem
Let F be a finite model of cardinality M and denote by conv(F ) its convex hull. The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over conv(F ). Consider the bounded regression model with respect to the squared risk denoted by R(·). If f̂ ERM-C n denotes the empirical risk minimization procedure over conv(F ), then we prove that...
متن کامل[hal-00736203, v1] Empirical risk minimization is optimal for the convex aggregation problem
Let F be a finite model of cardinality M and denote by conv(F ) its convex hull. The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over conv(F ). Consider the bounded regression model with respect to the squared risk denoted by R(·). If f̂ n denotes the empirical risk minimization procedure over conv(F ) then we prove that for an...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej447