Distinctive features of minimization of a risk functional in mass data sets
From MaRDI portal
Publication:2487909
DOI10.1023/B:CASA.0000003500.91054.5BzbMATH Open1099.68697MaRDI QIDQ2487909FDOQ2487909
Authors: O. L. Perevozchikova, V. G. Tul'chinskij, A. V. Kharchenko
Publication date: 12 August 2005
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Recommendations
risk functionaltraining examplesmass data setstatistical learning modelVapnik-Chervonenkis estimates of confidence intervals
Cited In (7)
- The structural risk minimization principle of rough-stochastic samples
- Risk bounds for new M-estimation problems
- Mass estimation
- Minimax deviation strategies for machine learning and recognition with short learning samples
- Machine learning models, epistemic set-valued data and generalized loss functions: an encompassing approach
- Title not available (Why is that?)
- Title not available (Why is that?)
This page was built for publication: Distinctive features of minimization of a risk functional in mass data sets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2487909)