Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis.
Samir M. PerlazaGaetan BissonIñaki EsnaolaAlain Jean-MarieStefano RiniPublished in: ISIT (2022)
Keyphrases
- sensitivity analysis
- empirical risk minimization
- relative entropy
- information theoretic
- information theory
- uniform convergence
- mutual information
- vc dimension
- covariance matrix
- bregman divergences
- kullback leibler divergence
- lower bound
- principal component analysis
- sufficient conditions
- maximum entropy
- learning theory