Towards optimal problem dependent generalization error bounds in statistical learning theory

DOI10.1287/MOOR.2021.0076MaRDI QIDQ7024087zbMATH OpenFDO

Authors Yunbei Xu, Assaf Zeevi

Publication date 21 February 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2021.0076

zbMATH Keywords

expectation maximizationiterative algorithmsnonconvex learningproblem-dependent generalization error boundsstatistical learning theorystochastic optimizationuniform convergence and localizationvariance penalization

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Cited in

(2)

• Bayesian design principles for frequentist sequential learning
• Policy learning ``without overlap: pessimism and generalized empirical Bernstein's inequality

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