University of Cambridge > > Statistics > Online nonparametric regression with adversarial data

Online nonparametric regression with adversarial data

Add to your list(s) Download to your calendar using vCal

  • UserPierre Gaillard (INRIA Paris)
  • ClockFriday 27 October 2017, 16:00-17:00
  • HouseMR12.

If you have a question about this talk, please contact Quentin Berthet.

In this talk, I will consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, I will design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). The regret bound is expressed in terms of the metric entropy in the sup norm, which yields optimal guarantees when the metric and sequential entropies are of the same order of magnitude. In particular the algorithm is the first one that achieves optimal rates for online regression over Hölder balls.

This talk is part of the Statistics series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.


© 2006-2024, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity