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Penalized Empirical Risk Minimization and Model Selection Problems

Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 2033)

Abstract

Birgé and Massart [24] introduced a concept of minimal penalties and advocated 323 an approach to the problem of calibration of data-dependent penalties based on so 324 called “slope heuristics”.

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Correspondence to Vladimir Koltchinskii .

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© 2011 Springer-Verlag Berlin Heidelberg

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Koltchinskii, V. (2011). Penalized Empirical Risk Minimization and Model Selection Problems. In: Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems. Lecture Notes in Mathematics(), vol 2033. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22147-7_6

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