Skip to search formSkip to main contentSkip to account menu

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… 
Wikipedia (opens in a new tab)

Related topics

Related topics

19 relations
Gradient boostingHinge lossLinear classifierLoss function

Broader (1)

Machine learning

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2020
2020
Why Rectified Linear Neurons Are Efficient: A Possible Theoretical Explanation
Traditionally, neural networks used a sigmoid activation function. Recently, it turned out that piecewise linear activation… 
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… 
2013
2013
Simultaneous study on energy consumption and emission generation for an ethylene plant under different start-up strategies
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… 
2009
2009
Closed-loop direct parametric identification of magnetohydrodynamic normal modes spectra in EXTRAP-T2R reversed-field pinch
The reversed-field pinch (RFP) EXTRAP-T2R (T2R) is a plasma physics experiment with particular relevance for magnetic confinement… 
2004
2004
Improving phase estimation with leakage minimization
This paper presents possibilities of an error reduction of the phase estimation with an interpolated discrete Fourier transform… 
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… 
2003
2003
Non-parametric empirical Bayes procedure
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… 
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)