Pages that link to "Item:Q1991675"
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The following pages link to The landscape of empirical risk for nonconvex losses (Q1991675):
Displaying 47 items.
- Analysis of a two-layer neural network via displacement convexity (Q1996787) (← links)
- Linearized two-layers neural networks in high dimension (Q2039801) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Batch policy learning in average reward Markov decision processes (Q2112817) (← links)
- Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations (Q2113265) (← links)
- On an extension of the promotion time cure model (Q2119242) (← links)
- Role of sparsity and structure in the optimization landscape of non-convex matrix sensing (Q2133410) (← links)
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints (Q2139259) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (Q2189396) (← links)
- Finding second-order stationary points in constrained minimization: a feasible direction approach (Q2194125) (← links)
- Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization (Q2209727) (← links)
- Discussion of: ``Nonparametric regression using deep neural networks with ReLU activation function'' (Q2215716) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Statistical convergence of the EM algorithm on Gaussian mixture models (Q2293721) (← links)
- Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
- PUlasso: High-Dimensional Variable Selection With Presence-Only Data (Q3304856) (← links)
- A Well-Tempered Landscape for Non-convex Robust Subspace Recovery (Q4633049) (← links)
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- When do neural networks outperform kernel methods?* (Q5020050) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053) (← links)
- Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
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- Universal statistics of Fisher information in deep neural networks: mean field approach<sup>*</sup> (Q5857452) (← links)
- Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization (Q5868947) (← links)
- Sharp global convergence guarantees for iterative nonconvex optimization with random data (Q6046308) (← links)
- Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model (Q6049741) (← links)
- Byzantine-robust distributed sparse learning for \(M\)-estimation (Q6053803) (← links)
- Statistical Inference with Local Optima (Q6077585) (← links)
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension (Q6107209) (← links)
- Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM (Q6151957) (← links)
- Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis (Q6154026) (← links)
- Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization (Q6172186) (← links)
- Adaptive and robust multi-task learning (Q6183769) (← links)
- Tractability from overparametrization: the example of the negative perceptron (Q6193766) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Gradient complexity and non-stationary views of differentially private empirical risk minimization (Q6199392) (← links)
- A Path-Based Approach to Constrained Sparse Optimization (Q6202768) (← links)
- Uniqueness and stability for the solution of a nonlinear least squares problem (Q6203461) (← links)