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Average Stability is Invariant to Data Preconditioning. Implications to Exp-concave Empirical Risk Minimization
15 January 2016
Alon Gonen
Shai Shalev-Shwartz
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ArXiv (abs)
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Papers citing
"Average Stability is Invariant to Data Preconditioning. Implications to Exp-concave Empirical Risk Minimization"
5 / 5 papers shown
Title
Exploring Local Norms in Exp-concave Statistical Learning
Nikita Puchkin
Nikita Zhivotovskiy
149
2
0
21 Feb 2023
Improved Learning Rates for Stochastic Optimization: Two Theoretical Viewpoints
Shaojie Li
Yong Liu
105
13
0
19 Jul 2021
Stability and Deviation Optimal Risk Bounds with Convergence Rate
O
(
1
/
n
)
O(1/n)
O
(
1/
n
)
Yegor Klochkov
Nikita Zhivotovskiy
81
62
0
22 Mar 2021
Empirical Risk Minimization for Stochastic Convex Optimization:
O
(
1
/
n
)
O(1/n)
O
(
1/
n
)
- and
O
(
1
/
n
2
)
O(1/n^2)
O
(
1/
n
2
)
-type of Risk Bounds
Lijun Zhang
Tianbao Yang
Rong Jin
62
48
0
07 Feb 2017
Fast Rates for Empirical Risk Minimization of Strict Saddle Problems
Alon Gonen
Shai Shalev-Shwartz
113
30
0
16 Jan 2017
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