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math.ST2024
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression
Kai Tan, Pierre C. Bellec
This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional r…
math.ST2024
Precise Asymptotics of Bagging Regularized M-estimators
Takuya Koriyama, Pratik Patil, Jin-Hong Du +2
We characterize the squared prediction risk of ensemble estimators obtained through subagging (subsample bootstrap aggregating) regularized M-estimators and construct a consistent…