548 search results - page 1 / 110 » Optimization of Convex Risk Functions |
MOR
2006
13 years 10 months ago
2006
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
CORR
2008
Springer
13 years 11 months ago
2008
Springer
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
ML
2007
ACM
13 years 10 months ago
2007
ACM
We consider multivariate density estimation with identically distributed observations. We study a density estimator which is a convex combination of functions in a dictionary and ...
NIPS
2008
14 years 8 days ago
2008
This paper examines the generalization properties of online convex programming algorithms when the loss function is Lipschitz and strongly convex. Our main result is a sharp bound...
KDD
2007
ACM
14 years 11 months ago
2007
ACM
A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different r...