Local complexities for empirical risk minimization
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Recommendations
- Empirical minimization
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Sharper lower bounds on the performance of the empirical risk minimization algorithm
- Lower Bounds for the Empirical Minimization Algorithm
- Risk bounds for statistical learning
Cited in
(20)- Learning bounds of ERM principle for sequences of time-dependent samples
- Bayesian fractional posteriors
- Model selection by resampling penalization
- Set structured global empirical risk minimizers are rate optimal in general dimensions
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Model selection by bootstrap penalization for classification
- Empirical risk minimization: probabilistic complexity and stepsize strategy
- On the optimality of sample-based estimates of the expectation of the empirical minimizer
- On the importance of small coordinate projections
- Asymptotics in empirical risk minimization
- Local learning estimates by integral operators
- Stability properties of empirical risk minimization over Donsker classes
- Theory of Classification: a Survey of Some Recent Advances
- Lower Bounds for the Empirical Minimization Algorithm
- Margin-adaptive model selection in statistical learning
- Local Overfitting Control via Leverages
- Local Rademacher complexity-based learning guarantees for multi-task learning
- The relationship between agnostic selective classification, active learning and the disagreement coefficient
- Diametrical risk minimization: theory and computations
- Sharper lower bounds on the performance of the empirical risk minimization algorithm
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