Margin conditions for vector quantization
Statistics Theory
2014-04-28 v2 Statistics Theory
Abstract
In this report, oracle inequalities on the excess risk of the empirical risk minimizer in the quantization framework are derived. These inequalities are based on conditions which may be thought of as margin type conditions, such as one derived in the statistical learning framework. Furthermore, these inequalities derive from innovative chaining techniques and its use for Dudley's entropy integral.
Cite
@article{arxiv.1310.7138,
title = {Margin conditions for vector quantization},
author = {Clément Levrard},
journal= {arXiv preprint arXiv:1310.7138},
year = {2014}
}
Comments
43 pages