On optimality of empirical risk minimization in linear aggregation

11 May 2016

Papers citing "On optimality of empirical risk minimization in linear aggregation"

14 / 14 papers shown

Title
Regularization and the small-ball method II: complexity dependent error rates Guillaume Lecué S. Mendelson 52 39 0 27 Aug 2016
Regularization and the small-ball method I: sparse recovery Guillaume Lecué S. Mendelson 46 93 0 21 Jan 2016
On concentration for (regularized) empirical risk minimization Sara van de Geer Martin J. Wainwright 33 26 0 02 Dec 2015
Concentration behavior of the penalized least squares estimator Alan Muro Sara van de Geer 18 10 0 27 Nov 2015
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases F. Navarro Adrien Saumard 53 16 0 21 May 2015
Learning without Concentration for General Loss Functions S. Mendelson 153 65 0 13 Oct 2014
Performance of empirical risk minimization in linear aggregation Guillaume Lecué S. Mendelson FedML 93 41 0 24 Feb 2014
A new perspective on least squares under convex constraint S. Chatterjee 102 117 0 04 Feb 2014
Sparse recovery under weak moment assumptions Guillaume Lecué S. Mendelson 185 98 0 09 Jan 2014
Learning without Concentration S. Mendelson 212 333 0 01 Jan 2014
Learning subgaussian classes : Upper and minimax bounds Guillaume Lecué S. Mendelson 128 86 0 21 May 2013
Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression Adrien Saumard 66 22 0 24 Apr 2013
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 194 159 0 06 Feb 2008
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 481 362 0 19 Oct 2007