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Composite Difference-Max Programs for Modern Statistical Estimation Problems
[article]
2018
arXiv
pre-print
Many modern statistical estimation problems are defined by three major components: a statistical model that postulates the dependence of an output variable on the input features; a loss function measuring the error between the observed output and the model predicted output; and a regularizer that controls the overfitting and/or variable selection in the model. We study the sampling version of this generic statistical estimation problem where the model parameters are estimated by empirical risk
arXiv:1803.00205v3
fatcat:clfejbvgpnag3bof2hgdzycepy