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20132026
most citedEmpirical risk minimization is optimal for the convex aggregation problem

13 citations · 13 across the 7 of their papers we have counts for

collaborators

9 papers

math.ST2026

Sharp convergence rate of the estimation error of LASSO via the Feature Space Decomposition method

Guillaume Lecué, Zong Shang

In this paper, we use the Feature Space Decomposition (FSD) method to establish an explicit, non-asymptotic, instance-optimal convergence rate for the estimation error of the LASSO…

math.ST2026

Benign Overfitting Property of the Minimum -norm Interpolant Estimator in Regression Problem via Feature Space Decomposition

Radosław Adamczak, Guillaume Lecué, Zong Shang +1

This paper establishes high-probability, non-asymptotic upper bounds for the population excess risk of minimum -norm interpolating estimators in linear regression, valid fo…

math.ST2026

The Geometry of Statistical Feature Learning in Mean-Field Langevin Dynamics

Zong Shang, Tomoya Wakayama, Guillaume Lecué +1

We introduce a geometric formulation of statistical feature learning for supervised regression. Feature learning is defined through a base--fiber decomposition: the base is the fea…

math.ST2025

Sharp convergence rates for Spectral methods via the feature space decomposition method

Guillaume Lecué, Zhifan Li, Zong Shang

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower…

econ.EM2025

Statistical Inference in Large Multi-way Networks

Lucas Resende, Guillaume Lecué, Lionel Wilner +1

We propose the Polyads estimator, a new method to estimate structural parameters in weighted multi-way networks while controlling for rich, arbitrary structures of fixed effects. T…

math.ST2024

A Geometrical Analysis of Kernel Ridge Regression and its Applications

Georgios Gavrilopoulos, Guillaume Lecué, Zong Shang

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenome…

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.ST2022

A geometrical viewpoint on the benign overfitting property of the minimum -norm interpolant estimator and its universality

Guillaume Lecué, Zong Shang

In the linear regression model, the minimum l2-norm interpolant estimator has received much attention since it was proved to be consistent even though it fits noisy data perfectly…

math.ST2013★ 13 cited

Empirical risk minimization is optimal for the convex aggregation problem

Guillaume Lecué

Let be a finite model of cardinality and denote by its convex hull. The problem of convex aggregation is to construct a procedure having a risk as…