Search Results for author: Matthieu Lerasle

Found 7 papers, 0 papers with code

Construction of a Surrogate Model: Multivariate Time Series Prediction with a Hybrid Model

no code implementations15 Dec 2022 Clara Carlier, Arnaud Franju, Matthieu Lerasle, Mathias Obrebski

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies.

Time Series Time Series Prediction

On the robustness of the minimum $\ell_2$ interpolator

no code implementations12 Mar 2020 Geoffrey Chinot, Matthieu Lerasle

For low signal to noise ratio, we also provide lower bound holding with large probability.

Aggregated Hold-Out

no code implementations11 Sep 2019 Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle

Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split).

Binary Classification General Classification

Lecture Notes: Selected topics on robust statistical learning theory

no code implementations28 Aug 2019 Matthieu Lerasle

These notes gather recent results on robust statistical learning theory.

Learning Theory

Pair-Matching: Links Prediction with Adaptive Queries

no code implementations17 May 2019 Christophe Giraud, Yann Issartel, Luc Lehéricy, Matthieu Lerasle

This paper shows that sublinear regret is achievable in the case where the graph is generated according to a Stochastic Block Model (SBM) with two communities.

Community Detection Stochastic Block Model

MONK -- Outlier-Robust Mean Embedding Estimation by Median-of-Means

no code implementations13 Feb 2018 Matthieu Lerasle, Zoltan Szabo, Timothee Mathieu, Guillaume Lecue

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance), with numerous successful applications.

Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation

no code implementations22 Oct 2012 Sylvain Arlot, Matthieu Lerasle

Then, we compute the variance of V-fold cross-validation and related criteria, as well as the variance of key quantities for model selection performance.

Density Estimation Model Selection

Cannot find the paper you are looking for? You can Submit a new open access paper.