Optimal and minimax prediction in multivariate normal populations under a balanced loss function.

Guikai Hu Qingguo Li Shenghua Yu

Published in: J. Multivar. Anal. (2014)

Keyphrases

loss function
multivariate normal
pairwise
learning to rank
solution path
prediction accuracy
worst case
support vector
risk minimization
optimal solution
empirical risk
training data
multi class
similarity measure
prediction error
piecewise linear
reproducing kernel hilbert space
stochastic gradient descent