Performance of empirical risk minimization in linear aggregation
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Publication:282546
DOI10.3150/15-BEJ701zbMath1346.60075arXiv1402.5763OpenAlexW3103224927MaRDI QIDQ282546
Shahar Mendelson, Guillaume Lecué
Publication date: 12 May 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.5763
Related Items (12)
On least squares estimation under heteroscedastic and heavy-tailed errors ⋮ On aggregation for heavy-tailed classes ⋮ Robust statistical learning with Lipschitz and convex loss functions ⋮ Unnamed Item ⋮ A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning ⋮ Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression ⋮ Regularization and the small-ball method II: complexity dependent error rates ⋮ An elementary analysis of ridge regression with random design ⋮ Mean estimation and regression under heavy-tailed distributions: A survey ⋮ Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices ⋮ Suboptimality of constrained least squares and improvements via non-linear predictors ⋮ Distribution-free robust linear regression
Uses Software
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