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.
Source: arXiv (Cornell University)
Authors: Alon Gonen, Shai Shalev‐Shwartz
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2295676596
