General Oracle Inequalities for Gibbs Posterior with Application to Ranking
published: Aug. 9, 2013, recorded: June 2013, views: 42
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In this paper, we summarize some recent results in Li et al. (2012), which can be used to extend an important PAC-Bayesian approach, namely the Gibbs posterior, to study the nonadditive ranking risk. The methodology is based on assumption-free risk bounds and nonasymptotic oracle inequalities, which leads to nearly optimal convergence rates and optimal model selection to balance the approximation errors and the stochastic errors.
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