On optimality of empirical risk minimization in linear aggregation

DOI10.3150/17-BEJ925zbMath1419.62094arXiv1605.03433OpenAlexW2347519551MaRDI QIDQ1697051

Adrien Saumard

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03433

zbMATH Keywords

empirical risk minimizationlinear aggregationoptimal ratesexcess risk's concentrationsmall-ball property

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Learning and adaptive systems in artificial intelligence (68T05) Probability theory on linear topological spaces (60B11)

Related Items (6)

Robust statistical learning with Lipschitz and convex loss functions ⋮ Robust machine learning by median-of-means: theory and practice ⋮ Robust classification via MOM minimization ⋮ A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning ⋮ Suboptimality of constrained least squares and improvements via non-linear predictors ⋮ Distribution-free robust linear regression

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