Oracle inequalities and the isomorphic method

Abstract

We use the isomorphic method to study exact and non-exact oracle inequalities for empirical risk minimization in classes of functions that satisfy a subgaussian condition. We show that the “isomorphic profile” of the corresponding squared-loss classes may be characterized using properties of the gaussian process indexed by the underlying base class. We use… (More)

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Cite this paper

@inproceedings{Mendelson2012OracleIA, title={Oracle inequalities and the isomorphic method}, author={Shahar Mendelson}, year={2012} }