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

DOI10.1134/S106456241705026XzbMath1392.62084OpenAlexW2766217071MaRDI QIDQ679984

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

zbMATH Keywords

robust estimateempirical risk minimizationaveraging aggregation functionslinear regression problem

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

• Aggregation correct operations on algorithms
• Aggregation functions based on penalties
• Least Median of Squares Regression
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the principle of empirical risk minimization based on averaging aggregation functions