000 02613nam a22004215i 4500
001 u376427
003 SIRSI
005 20160812084412.0
007 cr nn 008mamaa
008 110727s2011 gw | s |||| 0|eng d
020 _a9783642221477
_9978-3-642-22147-7
040 _cMX-MeUAM
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
082 0 4 _a519.2
_223
100 1 _aKoltchinskii, Vladimir.
_eauthor.
245 1 0 _aOracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
_h[recurso electrónico] :
_bÉcole d’Été de Probabilités de Saint-Flour XXXVIII-2008 /
_cby Vladimir Koltchinskii.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2011.
300 _aIX, 254p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2033
520 _aThe 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642221460
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2033
856 4 0 _zLibro electrónico
_uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-22147-7
596 _a19
942 _cLIBRO_ELEC
999 _c204307
_d204307