empirical risk minimization

Local Optimality and Generalization Guarantees for the Langevin Algorithm via Empirical Metastability COLT 2018 Minimax Statistical Learning with Wasserstein distances NeurIPS 2018 mixup: Beyond Empirical Risk Minimization ICLR 2018 On Binary Classification in Extreme Regions NeurIPS 2018 Rest-Katyusha: Exploiting the Solution's Structure via Scheduled Restart Schemes NeurIPS 2018 SGD and Hogwild! Convergence Without the Bounded Gradients Assumption ICML 2018 Stochastic Primal-Dual Method for Empirical Risk Minimization with O(1) Per-Iteration Complexity NeurIPS 2018 Unbiased Learning-to-Rank with Biased Feedback IJCAI 2018 Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimization IJCAI 2017 Accuracy First: Selecting a Differential Privacy Level for Accuracy Constrained ERM NeurIPS 2017 Aggressive Sampling for Multi-class to Binary Reduction with Applications to Text Classification NeurIPS 2017 Algorithmic Stability and Hypothesis Complexity ICML 2017 A Sample Complexity Measure with Applications to Learning Optimal Auctions NeurIPS 2017 Breaking the Nonsmooth Barrier: A Scalable Parallel Method for Composite Optimization NeurIPS 2017 Certified Defenses for Data Poisoning Attacks NeurIPS 2017 Counterfactual Learning from Bandit Feedback under Deterministic Logging : A Case Study in Statistical Machine Translation EMNLP 2017 Data sparse nonparametric regression with $ε$-insensitive losses ACML 2017 Differentially Private Empirical Risk Minimization Revisited: Faster and More General NeurIPS 2017 Distributed Accelerated Proximal Coordinate Gradient Methods IJCAI 2017 Doubly Accelerated Stochastic Variance Reduced Dual Averaging Method for Regularized Empirical Risk Minimization NeurIPS 2017 Doubly Greedy Primal-Dual Coordinate Descent for Sparse Empirical Risk Minimization ICML 2017 Efficient Private ERM for Smooth Objectives IJCAI 2017 Empirical Risk Minimization for Stochastic Convex Optimization: $O(1/n)$- and $O(1/n^2)$-type of Risk Bounds COLT 2017 Exploiting Strong Convexity from Data with Primal-Dual First-Order Algorithms ICML 2017 Fast Rates for Empirical Risk Minimization of Strict Saddle Problems COLT 2017