2 papers
math.ST2023
Learning with a linear loss function. Excess risk and estimation bounds for ERM, minmax MOM and their regularized versions. Applications to robustness in sparse PCA
Guillaume Lecué, Lucie Neirac
Motivated by several examples, we consider a general framework of learning with linear loss functions. In this context, we provide excess risk and estimation bounds that hold with…
math.ST2020
Learning with Semi-Definite Programming: new statistical bounds based on fixed point analysis and excess risk curvature
Stéphane Chrétien, Mihai Cucuringu, Guillaume Lecué +1
Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as…