Fast Rates for Empirical Risk Minimization of Strict Saddle Problems

COLT, pp. 1043-1063, 2017.

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Abstract:

We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms for minimizing such functions. Our results imply that these efficient algorithms are statistically s...More

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