Towards robust model selection using estimation and approximation error bounds

Joel Ratsaby, Ronny Meir, Vitaly Maiorov

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

One of the main problems in machine learning and statistical inference is selecting an appropriate model by which a set of data can be explained. A novel model selection criterion based on the uniform convergence of empirical processes combined with the results concerning the approximation ability of non-linear manifolds of functions is introduced. A coherent and robust framework for model selection was elucidated and a lower bound on the approximation error was established, giving a well specified sense for most functions of interest.

Original languageEnglish
Title of host publicationProceedings of the Annual ACM Conference on Computational Learning TheoryPages 57 - 671996 Proceedings of the 1996 9th Annual Conference on Computational Learning Theory28 June 1996through 1 July 1996
Pages57-67
Number of pages11
DOIs
StatePublished - 1996
Externally publishedYes
EventProceedings of the 1996 9th Annual Conference on Computational Learning Theory - Desenzano del Garda, Italy
Duration: 28 Jun 19961 Jul 1996

Conference

ConferenceProceedings of the 1996 9th Annual Conference on Computational Learning Theory
CityDesenzano del Garda, Italy
Period28/06/961/07/96

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