In statistical learning, various mathematical optimalities are used to characterize performances of different learning methods. They include minimax optimality from a worst-case standpoint and asymptotic efficiency from a rosy view that the regression function to be learned sits there to be discovered. When multiple models, e.g., trees, neural networks and support vector machines, are considere...
Abstract:Traditionally machine learning and optimization are two different branches in computer science. They need to accomplish two different types of tasks, and they are studied by two different sets of domain experts. Machine learning is the task of extracting a model from the data, while optimization is to find the optimal solutions from the learned model. In the current era of big data and...