2 A ug 2 01 6 Risk minimization by median - of - means tournaments ∗

نویسندگان

  • Gábor Lugosi
  • Shahar Mendelson
چکیده

We consider the classical statistical learning/regression problem, when the value of a real random variable Y is to be predicted based on the observation of another random variableX . Given a class of functions F and a sample of independent copies of (X,Y ), one needs to choose a function f̂ from F such that f̂(X) approximates Y as well as possible, in the mean-squared sense. We introduce a new procedure, the so-called median-of-means tournament, that achieves the optimal tradeoff between accuracy and confidence under minimal assumptions, and in particular outperforms classical methods based on empirical risk minimization.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Clinical Spectrum of Plumbism; an Experience from a Tertiary Care Hospital in Karachi, Pakistan

Background:Lead toxicity continues to remain a concerning health problem for developing nations like Pakistan. Due to the lack of studies, we aim to highlight the clinical spectrum of lead poisoning in patients presenting to an urban-based tertiary care hospital in Pakistan. Method:This is a retrospective review of patients admitted form January 2011 to December 2014 using a structured question...

متن کامل

A ug 2 00 9 HAMILTON DECOMPOSITIONS OF REGULAR TOURNAMENTS

We show that every sufficiently large regular tournament can almost completely be decomposed into edge-disjoint Hamilton cycles. More precisely, for each η > 0 every regular tournament G of sufficiently large order n contains at least (1/2 − η)n edge-disjoint Hamilton cycles. This gives an approximate solution to a conjecture of Kelly from 1968. Our result also extends to almost regular tournam...

متن کامل

Sports tournaments, home-away assignments, and the break minimization problem

We consider the break minimization problem for fixing home-away assignments in round-robin sports tournaments. First, we show that for an opponent schedule with n teams and n− 1 rounds, there always exists a home-away assignment with at most 1 4n(n−2) breaks. Secondly, for infinitely many n, we construct opponent schedules for which at least 6n(n−1) breaks are necessary. Finally, we prove that ...

متن کامل

A Regret Minimization Approach in Product Portfolio Management with respect to Customers’ Price-sensitivity

In an uncertain and competitive environment, product portfolio management (PPM) becomes more challenging for manufacturers to decide what to make and establish the most beneficial product portfolio. In this paper, a novel approach in PPM is proposed in which the environment uncertainty, competitors’ behavior and customer’s satisfaction are simultaneously considered as the most important criteri...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016