Fast Rates for Nonstationary Weighted Risk Minimization

stat.ML, cs.LG, math.ST, stat.TH

Submitted: 2026-02-05

Updated: 2026-10-09

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Sources

• Generalization bounds for nonparametric regression with $\beta-$mixing samples
• Trade-off Between Dependence and Complexity for Nonparametric Learning -- an Empirical Process Approach
• Optimal neural network approximation of smooth compositional functions on sets with low intrinsic dimension
• Three Quantization Regimes for ReLU Networks
• Weighted Empirical Risk Minimization: Sample Selection Bias Correction based on Importance Sampling

Related papers

• Behavior of prediction performance metrics with rare events
• Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
• A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
• Efficient quadratic entropy with distance sketches
• Embedding-Bias in Conditional Independence Testing
• From Log-Odds to Shapley Values: An Explanatory Geometry for the Weighted Naive Bayes Classifier