图 书 馆
与经验风险最小化者竞争Competing with the Empirical Risk Minimizer in a Single Pass |
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| 课程网址: | https://videolectures.net/videos/colt2015_frostig_risk_minimizer |
| 主讲教师: | Roy Frostig |
| 开课单位: | 信息不详。欢迎您在右侧留言补充。 |
| 开课时间: | 2015-08-20 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Many optimization problems that arise in science and engineering are those in which we only have a stochastic approximation to the underlying objective (e.g. estimation problems such as linear regression). That is, given some distribution $\mathcal{D}$ over functions $\psi$, we wish to minimize $P(x) = \mathbb{E}_{\psi \sim \mathcal{D}}[\psi(x)]$, using as few samples from $\mathcal{D}$ as possible. In the absence of computational constraints, the empirical risk minimizer (ERM) -- the minimizer on a sample average of observed data -- is widely regarded as the estimation strategy of choice due to its desirable statistical convergence properties. Our goal is to do as well as the empirical risk minimizer, on every problem, while minimizing the use of computational resources such as running time and space usage. |
| 关 键 词: | 线性回归; 估计问题; 最小化器 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2025-04-07：zsp |
| 最后编审: | 2025-04-07：zsp |
| 阅读次数: | 5 |