A new analytical approach to consistency and overfitting in regularized empirical risk minimization

DOI10.1017/S0956792517000201zbMath1383.49029arXiv1607.00274OpenAlexW2963466282MaRDI QIDQ3133606

Nicolás García Trillos, Ryan W. Murray

Publication date: 5 February 2018

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00274

zbMATH Keywords

classificationempirical risk minimizationoverfittingdiscrete to continuumgraph total variation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Graph theory (including graph drawing) in computer science (68R10) Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55)

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