Margin-adaptive model selection in statistical learning

DOI10.3150/10-BEJ288zbMath1345.62087arXiv0804.2937MaRDI QIDQ453298

Sylvain Arlot, Bartlett, Peter L.

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.2937

zbMATH Keywords

model selectionadaptivityoracle inequalitiesstatistical learningempirical risk minimizationempirical minimizationlocal Rademacher complexitymargin condition

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (2)

Risk bounds for CART classifiers under a margin condition ⋮ Optimal linear discriminators for the discrete choice model in growing dimensions

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