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We obtain sharp bounds on the performance of Empirical Risk Minimization performed in a convex class and with respect to the squared loss, without assuming that class members and the target are bounded functions or have rapidly decaying tails.
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E. Greenshtein, Best subset selection, persistence in high-dimensional statistical learning and optimization under
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S. Mendelson, G. Paouris, On generic chaining and the smallest singular values of random matrices with heavy tails, Journal of Functional Analysis, 262(9), 3775-3811, 2012
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S. Boucheron, G. Lugosi, and P. Massart,
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S. Mendelson, A remark on the diameter of random sections of convex bodies, Geometric Aspects of Functional Analysis (GAFA Seminar Notes), B. Klartag and E. Milman Eds., Lecture notes in Mathematics 2116, 395-404, 2014
2014
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S. Mendelson, G. Paouris, On the singular values of random matrices, Journal of the European Mathematics Society, 16, 823-834, 2014
2014
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2011
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P.L. Bartlett, S. Mendelson, J. Neeman,
2012
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Cited in the paper.
G. Lecué, S. Mendelson, Learning subgaussian classes: Upper and minimax bounds, arXiv: 1305.4825
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G. Lecué, S. Mendelson, Minimax rate of convergence and the performance of ERM in phase recovery, arXiv: 1311.5024
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G. Lecué, S. Mendelson, Sparse recovery under weak moment assumptions, arXiv:1402.5763
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S. Mendelson, On the geometry of subgaussian coordinate projections, preprint
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2014
Closest in time.