On the optimality of the empirical risk minimization procedure for the convex aggregation problem

DOI10.1214/11-AIHP458zbMath1259.62038MaRDI QIDQ1943331

Guillaume Lecué, Shahar Mendelson

Publication date: 19 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1359470136

zbMATH Keywords

learning theoryaggregation theoryempirical process theory

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric inference (62G99)

Related Items

Empirical risk minimization is optimal for the convex aggregation problem, On the optimality of the aggregate with exponential weights for low temperatures, Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood

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