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

Date

2013

Authors

Lecue, G
Mendelson, Shahar

Journal Title

Journal ISSN

Volume Title

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

Description

Keywords

Keywords: Aggregation; Empirical process; Gaussian approximation; Gibbs estimators

Citation

Source

Bernoulli

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.3150/11-BEJ408

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