Variance-based Regularization with Convex Objectives.
John C. DuchiHongseok NamkoongPublished in: J. Mach. Learn. Res. (2019)
Keyphrases
- risk minimization
- convex optimization
- minimization problems
- convex formulation
- bregman divergences
- penalty functions
- convex hull
- piecewise linear
- square loss
- regularization parameter
- intra class
- low variance
- empirical risk
- noise variance
- convex relaxation
- image processing
- multiple objectives
- prediction error
- standard deviation
- correlation coefficient
- prior information
- parameter selection
- variance reduction
- covariance matrix
- loss function