Stability and Deviation Optimal Risk Bounds with Convergence Rate O(1/n).

Yegor Klochkov Nikita Zhivotovskiy

Published in: CoRR (2021)

Keyphrases

convergence rate
risk bounds
numerical stability
convergence speed
step size
learning rate
empirical risk minimization
gradient method
lp norm
data dependent
optimal solution
least squares
worst case
vc dimension