activity
20042024
most cited2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization

379 citations · 1.2k across the 30 of their papers we have counts for

collaborators
Showing 2004 · math.PRShow all

6 papers · 2 filters

math.PR2004★ 45 cited

Weighted uniform consistency of kernel density estimators

Evarist Gine, Vladimir Koltchinskii, Joel Zinn

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let Ψ(t) be a positive continuous function such that \|Ψf^β\|_{\infty}<\i…

math.PR2004

Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins

Vladimir Koltchinskii, Dmitry Panchenko, Fernando Lozano

A problem of bounding the generalization error of a classifier f in H, where H is a "base" class of functions (classifiers), is considered. This problem frequently occurs in comput…

math.PR2004

Empirical margin distributions and bounding the generalization error of combined classifiers

Vladimir Koltchinskii, Dmitry Panchenko

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural…

math.PR2004

Some Local Measures of Complexity of Convex Hulls and Generalization Bounds

Olivier Bousquet, Vladimir Koltchinskii, Dmitry Panchenko

We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuit…

math.PR2004

Rademacher processes and bounding the risk of function learning

Vladimir Koltchinskii, Dmitry Panchenko

We construct data dependent bounds on the risk in function learning problems. The bounds are based on the local norms of the Rademacher process indexed by the underlying function c…

math.PR2004★ 52 cited

Complexities of convex combinations and bounding the generalization error in classification

Vladimir Koltchinskii, Dmitry Panchenko

We introduce and study several measures of complexity of functions from the convex hull of a given base class. These complexity measures take into account the sparsity of the weigh…