5 papers
Empirical Risk Minimization with -Divergence Regularization
Francisco Daunas, Iñaki Esnaola, Samir M. Perlaza +1
In this paper, the solution to the empirical risk minimization problem with -divergence regularization (ERM-DR) is presented and conditions under which the solution also serv…
A Dual Optimization View to Empirical Risk Minimization with f-Divergence Regularization
Francisco Daunas, Iñaki Esnaola, Samir M. Perlaza
The dual formulation of empirical risk minimization with f-divergence regularization (ERM-fDR) is introduced. The solution of the dual optimization problem to the ERM-fDR is connec…
Asymmetry of the Relative Entropy in the Regularization of Empirical Risk Minimization
Francisco Daunas, Iñaki Esnaola, Samir M. Perlaza +1
The effect of relative entropy asymmetry is analyzed in the context of empirical risk minimization (ERM) with relative entropy regularization (ERM-RER). Two regularizations are con…
Generalization Error of -Divergence Stabilized Algorithms via Duality
Francisco Daunas, Iñaki Esnaola, Samir M. Perlaza +1
The solution to empirical risk minimization with -divergence regularization (ERM-DR) is extended to constrained optimization problems, establishing conditions for equivalence…
Equivalence of the Empirical Risk Minimization to Regularization on the Family of f-Divergences
Francisco Daunas, Iñaki Esnaola, Samir M. Perlaza +1
The solution to empirical risk minimization with -divergence regularization (ERM-DR) is presented under mild conditions on . Under such conditions, the optimal measure is…