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- W2968578771 abstract "The aim of this chapter is to provide an overview of general frameworks used to derive (sharp) oracle inequalities. Two extensions of a general theory for convex norm penalized empirical risk minimizers are summarized. The first one is for convex nondifferentiable loss functions. The second is for nonconvex differentiable loss functions. Theoretical understanding is required for the growing number of algorithms in statistics, machine learning, and, more recently, deep learning that are based on (combinations of) these types of loss functions. To motivate the importance of oracle inequalities, the problem of model misspecification in the linear model is first discussed. Then, the sharp oracle inequalities are stated. Finally, we show how to apply the general theory to problems from regression, classification, and dimension reduction." @default.
- W2968578771 created "2019-08-22" @default.
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- W2968578771 date "2019-01-01" @default.
- W2968578771 modified "2023-09-25" @default.
- W2968578771 title "Oracle Inequalities for Local and Global Empirical Risk Minimizers" @default.
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- W2968578771 doi "https://doi.org/10.1007/978-3-319-73074-5_7" @default.
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