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Empirical risk minimization

Known as: ERM 
Empirical risk minimization (ERM) is a principle in statistical learning theory which defines a family of learning algorithms and is used to give… 
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Related topics

Related topics

19 relations
Gradient boostingHinge lossLinear classifierLoss function

Broader (1)

Machine learning

Papers overview

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2015
2015
On the Null Space Constant for ${\ell _p}$ Minimization
The literature on sparse recovery often adopts the lp “norm” ( p ∈ [0,1]) as the penalty to induce sparsity of the signal… 
Highly Cited
2013
Highly Cited
2013
Affine projection algorithms for sparse system identification
We propose two versions of affine projection (AP) algorithms tailored for sparse system identification (SSI). Contrary to most… 
2012
2012
Exact Cross-Validation for kNN : application to passive and active learning in classification
In the binary classification framework, a closed form expression of the cross-validation Leave-p-Out (LpO) risk estimator for the… 
2011
2011
Optimality and stability of the K-hyperline clustering algorithm
2010
2010
Efficiency measures and productivity indexes in the context of university library benchmarking
Data envelopment analysis (DEA) has attracted considerable attention during the last few decades as an intuitively clear method… 
2007
2007
Nonlinear Modeling of Switched Reluctance Motor Based on BP Neural Network
Due to highly nonlinear characteristics of switched reluctance motor (SRM), an accurate nonlinear model is the key to minimize… 
Highly Cited
2005
Highly Cited
2005
Data-dependent jitter in serial communications
We present a method for predicting data-dependent jitter (DDJ) introduced by a general linear time-invariant LTI system based on… 
Highly Cited
2003
Highly Cited
2003
Robust motion planning using a maneuver automation with built-in uncertainties
In this paper, we extend a recently introduced motion planning framework for autonomous vehicles based on a maneuver automation… 
2002
2002
Risk minimization under transaction costs
Abstract. We study the general problem of an agent wishing to minimize the risk of a position at a fixed date. The agent trades… 
1993
1993
On the asymptotic statistical behavior of empirical cepstral coefficients
The asymptotic covariance matrix of the empirical cepstrum is analyzed. It is shown that for Gaussian processes, ceptral… 
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