منابع مشابه
Stability Properties of Empirical Risk Minimization over Donsker Classes
2 ) converges to zero in probability. Hence, even in the case of multiple minimizers of expected error, as n increases it becomes less and less likely that adding a sample (or a number of samples) to the training set will result in a large jump to a new hypothesis. Moreover, under some assumptions on the entropy of the class, along with an assumption of Komlos-Major-Tusnady type, we derive a po...
متن کاملSome Properties of Empirical Risk Minimization Over Donsker Classes
We study properties of algorithms which minimize (or almost-minimize) empirical error over a Donsker class of functions. We show that the L2-diameter of the set of almost-minimizers is converging to zero in probability. Therefore, as the number of samples grows, it is becoming unlikely that adding a point (or a number of points) to the training set will result in a large jump (in L2 distance) t...
متن کاملComputer Science and Artificial Intelligence Laboratory Some Properties of Empirical Risk Minimization Over Donsker Classes
We study properties of algorithms which minimize (or almost-minimize) empirical error over a Donsker class of functions. We show that the L2-diameter of the set of almost-minimizers is converging to zero in probability. Therefore, as the number of samples grows, it is becoming unlikely that adding a point (or a number of points) to the training set will result in a large jump (in L2 distance) t...
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This paper is devoted to the proof of Donsker’s theorem for backward stochastic differential equations (BSDEs for short). The main objective is to give a simple method to discretize in time a BSDE. Our approach is based upon the notion of “convergence of filtrations” and covers the case of a (y, z)–dependent generator.
متن کاملNew classes of Extereme Shock Models
In industry or nature, there are systems subjected to a secuence of shocks ocurring randomly in time. these shocks are causing aging or failure of system. According to the type of shocks, shock models divided in two major groups, Extreme Shock Models and Cumulative Shock Models. In the extreme shock models just impact of last shock named fatal shock would be studied and in the cumul...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1996
ISSN: 0091-1798
DOI: 10.1214/aop/1041903221