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- W4287777360 abstract "This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some practical circumstances. Consequently the existing convergence results do not provide a guarantee as to whether empirical risks based on empirical data are reliable or not when the data contain some noise. In this paper, we fill out the gap in a few steps. First, we derive moderate sufficient conditions under which the expected risk changes stably (continuously) against small perturbation of the probability distribution of the underlying random variables and demonstrate how the cost function and kernel affect the stability. Second, we examine the difference between laws of the statistical estimators of the expected optimal loss based on pure data and contaminated data using Prokhorov metric and Kantorovich metric and derive some qualitative and quantitative statistical robustness results. Third, we identify appropriate metrics under which the statistical estimators are uniformly asymptotically consistent. These results provide theoretical grounding for analysing asymptotic convergence and examining reliability of the statistical estimators in a number of well-known machine learning models." @default.
- W4287777360 created "2022-07-26" @default.
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- W4287777360 date "2020-05-18" @default.
- W4287777360 modified "2023-09-29" @default.
- W4287777360 title "Statistical Robustness of Empirical Risks in Machine Learning" @default.
- W4287777360 hasPublicationYear "2020" @default.
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