Skip navigation
Skip navigation

On the optimality of the empirical risk minimization procedure for the convex aggregation problem

Lecue, Guillaume; Mendelson, Shahar

Description

We study the performance of empirical risk minimization (ERM), with respect to the quadratic risk, in the context of convex aggregation, in which one wants to construct a procedure whose risk is as close as possible to the best function in the convex hull

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
URI: http://hdl.handle.net/1885/77633
Source: Annales de l Institut Henri Poincare B: Probability and Statistics
DOI: 10.1214/11-AIHP458

Download

File Description SizeFormat Image
01_Lecue_On_the_optimality_of_the_2013.pdf270.48 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator