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• W2009689404 abstract "We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from Stone (1982) on the optimal convergence rate. The procedure constructed here has strong adaptation properties: it adapts both to the smoothness of the link function and to the unknown index. Moreover, the procedure locally adapts to the distribution of the design. We propose new upper bounds for the local polynomial estimator (which are results of independent interest) that allows a fairly general design. The behavior of this algorithm is studied through numerical simulations. In particular, we show empirically that it improves strongly over empirical risk minimization." @default.
• W2009689404 created "2016-06-24" @default.
• W2009689404 creator A5028263110 @default.
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• W2009689404 date "2007-01-01" @default.
• W2009689404 modified "2023-10-13" @default.
• W2009689404 title "Optimal rates and adaptation in the single-index model using aggregation" @default.
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• W2009689404 doi "https://doi.org/10.1214/07-ejs077" @default.
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