Aggregation via empirical risk minimization (Q842390): Difference between revisions

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+Convexity, Classification, and Risk Bounds
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+Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean
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+Aggregation for Gaussian regression
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+Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
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+Uniform Central Limit Theorems
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+Optimal rates and adaptation in the single-index model using aggregation
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+Some limit theorems for empirical processes (with discussion)
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+Subspaces and orthogonal decompositions generated by bounded orthogonal systems
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+Learning by mirror averaging
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+Suboptimality of Penalized Empirical Risk Minimization in Classification
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+The importance of convexity in learning with squared loss
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+Complexity regularization via localized random penalties
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+Lower Bounds for the Empirical Minimization Algorithm
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+On weakly bounded empirical processes
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+Weak convergence and empirical processes. With applications to statistics
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