First order expansion of convex regularized estimators.
Pierre C. BellecArun K. KuchibhotlaPublished in: NeurIPS (2019)
Keyphrases
- risk minimization
- asymptotic properties
- higher order
- estimation problems
- empirical risk
- first order logic
- least squares
- hinge loss
- loss function
- convex optimization
- convex hull
- rates of convergence
- piecewise linear
- bregman divergences
- constrained minimization
- convex sets
- efficient optimization
- stochastic dominance
- horn clauses
- confidence intervals
- total least squares
- fixed point
- model checking