Variance-based Regularization with Convex Objectives.
Hongseok NamkoongJohn C. DuchiPublished in: NIPS (2017)
Keyphrases
- risk minimization
- convex formulation
- convex optimization
- minimization problems
- convex hull
- penalty functions
- regularization parameter
- convex relaxation
- loss function
- empirical risk
- bregman divergences
- noise variance
- regularization term
- prediction error
- globally optimal
- piecewise linear
- regularization method
- convex sets
- augmented lagrangian
- hinge loss
- square loss
- regularization framework
- variance reduction
- parameter selection
- feature selection
- intra class
- data dependent
- multiple objectives
- prior information
- covariance matrix
- graph cuts
- evolutionary algorithm