SGD with Variance Reduction beyond Empirical Risk Minimization.

Massil Achab Agathe Guilloux Stéphane Gaïffas Emmanuel Bacry

Published in: CoRR (2015)

Keyphrases

variance reduction
empirical risk minimization
sample size
vc dimension
monte carlo
uniform convergence
statistical learning theory
confidence intervals
machine learning
support vector
lower bound