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News of the Kabardin-Balkar scientific center of RAS, 2016, Issue 6, Pages 88–95
(Mi izkab214)
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COMPUTER SCIENCE. MATHEMATICS
On the principle of minimizing the average empiric risk to solutions of regression problems
Z. M. Shibzukhov, D. P. Dimitrichenko, M. A. Kazakov Institute of Applied Mathematics and Automation,
360000, KBR, Nalchik, st. Shortanova 89a
Abstract:
In this paper, we propose an extension of the principle of empirical risk minimization to solve the problem of regression. It is based on the use of averaging aggregate functions to calculate the empirical risk
instead of the arithmetic mean. Such intermediate risk assessment can be constructed using averaging aggregate functions, which are the solution of the problem of minimizing the penalty function for the deviation from its mean value. Such an approach to represent the average aggregate functions allows, on the
one hand, to define a much broader middle class functions. In this paper we propose a new gradient
scheme for solving the problem of minimizing the average risk. It is an analog circuit used in the SAG algorithm in the case when the risk is calculated using the arithmetic mean. An illustrative example of the
construction of robust procedures for assessment of parameters in a linear regression based on the use of
the averaging function average approximating the median is demonstrated.
Keywords:
aggregation function/operation, empirical risk, regression, penalty function, gradient descent procedure.
Received: 15.11.2016
Citation:
Z. M. Shibzukhov, D. P. Dimitrichenko, M. A. Kazakov, “On the principle of minimizing the average empiric risk to solutions of regression problems”, News of the Kabardin-Balkar scientific center of RAS, 2016, no. 6, 88–95
Linking options:
https://www.mathnet.ru/eng/izkab214 https://www.mathnet.ru/eng/izkab/y2016/i6/p88
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Abstract page: | 80 | Full-text PDF : | 16 | References: | 13 |
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