2 papers
math.ST2026
Aggregation with Exponential Weights is Optimal in Expectation
Mikael Møller Høgsgaard, Patrick Rebeschini, Tobias Wegel
The aggregation with exponential weights (AEW) estimator is not fully understood in the basic setting of model selection aggregation with squared loss. In particular, whether it is…
cs.LG2026
Sharp Risk Bounds for Early-Stopping in Gaussian Linear Regression
Tobias Wegel, Gil Kur, Patrick Rebeschini
We study early-stopped mirror descent (ESMD) for high-dimensional Gaussian linear regression over arbitrary convex bodies and design matrices, where the task is to minimize the in-…