Risk minimization by median-of-means tournaments (Q2302852)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk minimization by median-of-means tournaments |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization by median-of-means tournaments |
scientific article |
Statements
Risk minimization by median-of-means tournaments (English)
0 references
26 February 2020
0 references
This paper develops an approach for squared error minimization based on a median of means estimator and pairwise comparisons of candidate functions. Optimality in terms of accuracy and confidence is discussed in different scenarios, determined in terms of classes of estimation functions and hypotheses on the tails of the distributions. Comparisons with the approach based on empirical risk minimization are performed. Examples of application to linear regression are presented.
0 references
median of means estimator
0 references
heavy-tailed distributions
0 references
empirical risk minimization
0 references
