图 书 馆
论一致性代理风险最小化与财产诱导On Consistent Surrogate Risk Minimization and Property Elicitation |
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| 课程网址: | https://videolectures.net/videos/colt2015_agarwal_property_elicit... |
| 主讲教师: | Shivani Agarwal |
| 开课单位: | 信息不详。欢迎您在右侧留言补充。 |
| 开课时间: | 2025-02-04 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Surrogate risk minimization is a popular framework for supervised learning; property elicitation is a widely studied area in probability forecasting, machine learning, statistics and economics. In this paper, we connect these two themes by showing that calibrated surrogate losses in supervised learning can essentially be viewed as eliciting or estimating certain properties of the underlying conditional label distribution that are sufficient to construct an optimal classifier under the target loss of interest. Our study helps to shed light on the design of convex calibrated surrogates. We also give a new framework for designing convex calibrated surrogates under low-noise conditions by eliciting properties that allow one to construct ‘coarse’ estimates of the underlying distribution. |
| 关 键 词: | 监督学习; 代理风险最小化：最佳分类器 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2025-03-28：zsp |
| 最后编审: | 2025-03-28：zsp |
| 阅读次数: | 5 |