PAC-Bayesian aggregation of affine estimators Lucie Montuelle∗and Erwan Le Pennec† January 2018 Abstract Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not - PAC - Document - PDFSEARCH.IO

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	PAC-Bayesian aggregation of affine estimators Lucie Montuelle∗and Erwan Le Pennec† January 2018 Abstract Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not Add to Reading List Document Date: 2018-01-30 16:38:23 Open Document File Size: 227,19 KB Share Result on Facebook

PAC-Bayesian aggregation of affine estimators Lucie Montuelle∗and Erwan Le Pennec† January 2018 Abstract Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but notAdd to Reading List