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Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
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Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems

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.
Undertitel
École d’Été de Probabilités de Saint-Flour XXXVIII-2008
ISBN
9783642221460
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2011-07-29
Sidor
254