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Analysis of the Relative Entropy Asymmetry in the Regularization of Empirical Risk Minimization.
Francisco Daunas
Iñaki Esnaola
Samir M. Perlaza
H. Vincent Poor
Published in:
ISIT (2023)
Keyphrases
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empirical risk minimization
relative entropy
information theoretic
feature extraction
least squares
principal component analysis
low dimensional
covariance matrix