LEADER 03137nam 22005295 450 001 996466620403316 005 20200706082059.0 010 $a3-642-22147-5 024 7 $a10.1007/978-3-642-22147-7 035 $a(CKB)2670000000100004 035 $a(SSID)ssj0000506049 035 $a(PQKBManifestationID)11324558 035 $a(PQKBTitleCode)TC0000506049 035 $a(PQKBWorkID)10513728 035 $a(PQKB)11243775 035 $a(DE-He213)978-3-642-22147-7 035 $a(MiAaPQ)EBC3067041 035 $z(PPN)258846763 035 $a(PPN)156309912 035 $a(EXLCZ)992670000000100004 100 $a20110727d2011 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aOracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems$b[electronic resource] $eÉcole d?Été de Probabilités de Saint-Flour XXXVIII-2008 /$fby Vladimir Koltchinskii 205 $a1st ed. 2011. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2011. 215 $a1 online resource (IX, 254 p.) 225 1 $aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v2033 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-642-22146-7 320 $aIncludes bibliographical references and index. 330 $aThe purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful. 410 0$aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v2033 606 $aProbabilities 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aProbabilities. 615 14$aProbability Theory and Stochastic Processes. 676 $a519.5/36 700 $aKoltchinskii$b Vladimir$4aut$4http://id.loc.gov/vocabulary/relators/aut$0478961 712 12$aEcole d'e?te? de probabilite?s de Saint-Flour$d(38th :$f2008) 906 $aBOOK 912 $a996466620403316 996 $aOracle inequalities in empirical risk minimization and sparse recovery problems$9261795 997 $aUNISA