Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis.
Samir M. PerlazaGaetan BissonIñaki EsnaolaAlain Jean-MarieStefano RiniPublished in: CoRR (2022)
Keyphrases
- empirical risk minimization
- sensitivity analysis
- relative entropy
- information theoretic
- information theory
- mutual information
- uniform convergence
- covariance matrix
- vc dimension
- optimal solution
- bregman divergences
- kullback leibler divergence
- maximum entropy
- high dimensional
- support vector
- graphical models
- sufficient conditions