Variance Regularized Counterfactual Risk Minimization via Variational Divergence Minimization.

Hang Wu May D. Wang

Published in: ICML (2018)

Keyphrases

risk minimization
loss function
empirical risk
relative entropy
uniform convergence
generalization error
objective function
kl divergence
regularization term
line search
hinge loss
euler lagrange
optical flow
multi category
proximal point algorithm
transaction costs
pairwise
data sets