Empirical risk minimization: probabilistic complexity and stepsize strategy

HIGHLIGHTS

  • who: Chin Pang Ho from the Imperial College Business School, Imperial College London, Ayrton Road, London , AZ, UK have published the article: Empirical risk minimization: probabilistic complexity and stepsize strategy, in the Journal: (JOURNAL)
  • what: The authors show that on average the Lipschitz constant is bounded by the ratio of the dimension of the problem to the amount of training data. The authors take the first steps to show that knowledge of L can be obtained in the case of ERM because of its statistical properties. For the ERM problem, it is known that the . . .

     

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