Empirical minimization
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Bartlett, Peter L; Mendelson, Shahar
Description
We investigate the behavior of the empirical minimization algorithm using various methods. We first analyze it by comparing the empirical, random, structure and the original one on the class, either in an additive sense, via the uniform law of large numbers, or in a multiplicative sense, using isomorphic coordinate projections. We then show that a direct analysis of the empirical minimization algorithm yields a significantly better bound, and that the estimates we obtain are essentially sharp....[Show more]
dc.contributor.author | Bartlett, Peter L | |
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dc.contributor.author | Mendelson, Shahar | |
dc.date.accessioned | 2015-12-07T22:49:12Z | |
dc.identifier.issn | 0178-8051 | |
dc.identifier.uri | http://hdl.handle.net/1885/26652 | |
dc.description.abstract | We investigate the behavior of the empirical minimization algorithm using various methods. We first analyze it by comparing the empirical, random, structure and the original one on the class, either in an additive sense, via the uniform law of large numbers, or in a multiplicative sense, using isomorphic coordinate projections. We then show that a direct analysis of the empirical minimization algorithm yields a significantly better bound, and that the estimates we obtain are essentially sharp. The method of proof we use is based on Talagrand's concentration inequality for empirical processes. | |
dc.publisher | Springer | |
dc.source | Probability Theory and Related Fields | |
dc.subject | Keywords: Empirical minimization; Empirical processes; Error bounds; Isomorphic coordinate projections | |
dc.title | Empirical minimization | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.identifier.citationvolume | 135 | |
dc.date.issued | 2006 | |
local.identifier.absfor | 010102 - Algebraic and Differential Geometry | |
local.identifier.absfor | 010404 - Probability Theory | |
local.identifier.ariespublication | u3488905xPUB46 | |
local.type.status | Published Version | |
local.contributor.affiliation | Bartlett, Peter L, University of California | |
local.contributor.affiliation | Mendelson, Shahar, College of Physical and Mathematical Sciences, ANU | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.startpage | 311 | |
local.bibliographicCitation.lastpage | 334 | |
local.identifier.doi | 10.1007/s00440-005-0462-3 | |
dc.date.updated | 2015-12-07T12:06:38Z | |
local.identifier.scopusID | 2-s2.0-33645979357 | |
Collections | ANU Research Publications |
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