On Invariance Penalties for Risk Minimization.

Kia Khezeli Arno Blaas Frank Soboczenski Nicholas Chia John Kalantari

Published in: CoRR (2021)

Keyphrases

risk minimization
loss function
empirical risk
uniform convergence
line search
generalization error
invariant features
multi category
hinge loss
pairwise
active learning
long term
np hard
sample size
transaction costs