Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems [recurso electrónico] : École d’Été de Probabilités de Saint-Flour XXXVIII-2008 / by Vladimir Koltchinskii.
Tipo de material:
TextoSeries Lecture Notes in Mathematics ; 2033Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: IX, 254p. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642221477Tema(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic ProcessesFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519.2 Clasificación LoC:QA273.A1-274.9QA274-274.9Recursos en línea: Libro electrónico
En: Springer eBooksResumen: The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful.
| Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|---|
| Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | QA273 .A1-274.9 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 376427-2001 |
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| QA273 .A1-274.9 Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model | QA273 .A1-274.9 Disorder and Critical Phenomena Through Basic Probability Models | QA273 .A1-274.9 Markov Paths, Loops and Fields | QA273 .A1-274.9 Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems | QA273 .A1-274.9 Mean Field Models for Spin Glasses | QA273 .A1-274.9 Recent Developments in Applied Probability and Statistics | QA273 .A1-274.9 Wiener Chaos: Moments, Cumulants and Diagrams |
The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful.
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