most citedDiscussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii

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math.ST2005

Recursive Aggregation of Estimators by Mirror Descent Algorithm with Averaging

Anatoli Juditsky, Alexander Nazin, Alexandre Tsybakov +1

We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimi…