Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
Vladimir Koltchinskii
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Description for Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
Paperback. Includes lecture notes that provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. Series: Lecture Notes in Mathematics / Aecole D'Aete De Probabilites De Saint-Flour. Num Pages: 263 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 415.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
263
Condition
New
Series
Lecture Notes in Mathematics / Aecole D'Aete De Probabilites De Saint-Flour
Number of Pages
254
Place of Publication
Berlin, Germany
ISBN
9783642221460
SKU
V9783642221460
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
From the reviews: “The book is an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. … The book is interesting and useful for students as well as for professionals in the field of probability theory, statistics, and their applications.” (Pavel Stoynov, Zentralblatt MATH, Vol. 1223, ... Read more