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New Sample Complexity Bounds for (Regularized) Sample Average Approximation in Several Heavy-Tailed, Non-Lipschitzian, and High-Dimensional Cases.

Hongcheng LiuJindong Tong
Published in: CoRR (2024)
Keyphrases
  • heavy tailed
  • high dimensional
  • low dimensional
  • generalized gaussian
  • data points
  • special case
  • machine learning
  • feature space
  • noisy data
  • sample complexity
  • optimality conditions