54 citations · 180 across the 26 of their papers we have counts for
3 papers · 2 filters
Aggregated Hold-Out
Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle
Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split). We provide the first theoretical guaran…
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…
Robust high dimensional learning for Lipschitz and convex losses
Geoffrey Chinot, Guillaume Lecué, Matthieu Lerasle
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtai…