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Regular version of the site

Faculty Colloquium: On empirical risk minimization and its variants for statistical learning. Speaker: Quentin Paris, HSE

Event ended

January 23, 18:10 – 19:30 

Quentin Paris, HSE 

On empirical risk minimization and its variants for statistical learning

In this talk, we review fundamental principles of empirical risk minimization and its performance guarantees for statistical learning. We discuss the close interaction with the field of empirical processes and the connection to Vapnik–Chervonenkis combinatorics (including the notion of combinatorial dimension). We present the best known theoretical guarantees for the prediction error of empirical risk minimizers, discuss the limitations of the method, and mention some recent contributions.

Colloquium

Venue:

Moscow, Kochnovsky pr.,3, room 205, 18:10 
Everyone interested is welcome to attend. 
If you need a pass to HSE, please contact computerscience@hse.ru