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May, 2016
广义无界损失函数的快速收敛：从ERM到广义贝叶斯
Fast Rates with Unbounded Losses
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Peter D. Grünwald, Nishant A. Mehta
TL;DR
本文提出了一种适用于广义无界损失函数的新型超额风险界限，并探讨了该界限对于广义贝叶斯推断在错误设置下具有的收敛速率以及其与赫林格度量的关系。
Abstract
We present new
excess risk bounds
for randomized and deterministic estimators for general unbounded
loss functions
including log loss and squared loss. Our bounds are expressed in terms of the information complex
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