On the optimality of the aggregate with exponential weights for low temperatures

Lecue, G; Mendelson, Shahar

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On the optimality of the aggregate with exponential weights for low temperatures

Date

2013

Authors

Lecue, G

Mendelson, Shahar

Publisher

Chapman & Hall

Abstract

Given a finite class of functions F, the problem of aggregation is to construct a procedure with a risk as close as possible to the risk of the best element in the class. A classical procedure (PAC-Bayesian statistical learning theory (2004) Paris 6, Stat