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• W1601263325 abstract "We analyze the generalization and robustness of the batched weighted average algorithm for V-geometrically ergodic Markov data. This algorithm is a good alternative to the empirical risk minimization algorithm when the latter suffers from overfitting or when optimizing the empirical risk is hard. For the generalization of the algorithm, we prove a PAC-style bound on the training sample size for the expected L 1-loss to converge to the optimal loss when training data are V-geometrically ergodic Markov chains. For the robustness, we show that if the training target variable’s values contain bounded noise, then the generalization bound of the algorithm deviates at most by the range of the noise. Our results can be applied to the regression problem, the classification problem, and the case where there exists an unknown deterministic target hypothesis." @default.
• W1601263325 created "2016-06-24" @default.
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• W1601263325 date "2013-01-01" @default.
• W1601263325 modified "2023-09-30" @default.
• W1601263325 title "Generalization and Robustness of Batched Weighted Average Algorithm with V-Geometrically Ergodic Markov Data" @default.
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• W1601263325 doi "https://doi.org/10.1007/978-3-642-40935-6_19" @default.
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