On the principle of empirical risk minimization based on averaging aggregation functions

DOI10.1134/S106456241705026XzbMATH Open1392.62084OpenAlexW2766217071MaRDI QIDQ679984FDOQ679984

Authors: Z. M. Shibzukhov 

Publication date: 22 January 2018

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106456241705026x

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zbMATH Keywords

robust estimateempirical risk minimizationaveraging aggregation functionslinear regression problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Least Median of Squares Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Aggregation functions based on penalties
• Aggregation correct operations on algorithms
• Title not available (Why is that?)

Cited In (6)

• Principle of minimizing empirical risk and averaging aggregate functions
• Excess risk bounds in robust empirical risk minimization
• Clustering algorithm based on feature space partitioning
• Minimizing robust estimates of sums of parameterized functions
• On a robust gradient boosting scheme based on aggregation functions insensitive to outliers
• Title not available (Why is that?)

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