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Jun, 2020
高维岭回归经验风险最小化的基本限制
Fundamental Limits of Ridge-Regularized Empirical Risk Minimization in High Dimensions
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Hossein Taheri, Ramtin Pedarsani, Christos Thrampoulidis
TL;DR
本文首次表征凸形 ERM 在高维广义线性模型推断中的基本统计精度界限,推导出任意损失函数和正则化参数值的紧凑下界,并精确评价了损失函数和正则化参数值的优化调整。
Abstract
empirical risk minimization
(ERM) algorithms are widely used in a variety of
estimation
and
prediction
tasks in signal-processing and mach
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