Hyper-sparse optimal aggregation

MaRDI QIDQ5396659zbMATH OpenFDO

Authors Stéphane Gaïffas, Guillaume Lecué

Publication date 3 February 2014

Full work available at URL https://arxiv.org/abs/0912.1618, http://www.jmlr.org/papers/v12/gaiffas11a.html

zbMATH Keywords

aggregationempirical process theoryempirical risk minimizationexact oracle inequalityLarsLassosparsity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(9)

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• Aggregated hold out for sparse linear regression with a robust loss function
• Low rank estimation of smooth kernels on graphs
• Adaptive estimation of the conditional cumulative distribution function from current status data
• Mirror averaging with sparsity priors
• Structured, sparse aggregation
• scientific article; zbMATH DE number 7387620 (Why is no real title available?)
• Deviation optimal learning using greedy \(Q\)-aggregation
• An Adaptive Transfer Learning Framework for Functional Classification

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