On the optimality of the empirical risk minimization procedure for the convex aggregation problem
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
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|Source:||Annales de l Institut Henri Poincare B: Probability and Statistics|
|01_Lecue_On_the_optimality_of_the_2013.pdf||270.48 kB||Adobe PDF||Request a copy|
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