most citedEstimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions

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math.ST2017★ 9 cited

Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions

Pierre Alquier, Vincent Cottet, Guillaume Lecué

We obtain estimation error rates and sharp oracle inequalities for regularization procedures of the form \begin{equation*} \hat f \in argmin_{f\in F}\left(\frac{1}{N}\sum_{i=1}^N\e…