Work

Tightening the Sample Complexity of Empirical Risk Minimization via Preconditioned Stability.

Year: 2016
Type: preprint
Abstract: We tighten the sample complexity of empirical risk minimization (ERM) associated with a class of generalized linear models that include linear and logistic regression. In particular, we conclude that ERM attains the optimal sample complexity for linear regression. Our analysis relies on a new notion of stability, called preconditioned stability, which may be of independent interest.
Language: English
Open Access status: green
OpenAlex ID: W2295676596
Cites: 22
Cited by: 5
Related to: 10