Benign overfitting and adaptive nonparametric regression

Autor:	Chhor, Julien, Sigalla, Suzanne, Tsybakov, Alexandre B.
Rok vydání:	2022
Předmět:	Mathematics - Statistics Theory Computer Science - Machine Learning Statistics - Machine Learning
Druh dokumentu:	Working Paper
Popis:	In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older classes adaptively to the unknown smoothness.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2206.13347 Zobrazit plný text záznamu View this record from Arxiv