Kernel Alignment Risk Estimator: Risk Prediction from Training Data.
Arthur JacotBerfin SimsekFrancesco SpadaroClément HonglerFranck GabrielPublished in: CoRR (2020)
Keyphrases
- training data
- risk management
- high risk
- conditional expectation
- decision making
- data sets
- prediction accuracy
- prediction error
- risk analysis
- support vector
- risk factors
- feature space
- maximum a posteriori
- maximum likelihood
- least squares
- training set
- risk assessment
- class labels
- test set
- prediction algorithm
- risk averse
- empirical risk