Nearest Neighbour Based Estimates of Gradients: Sharp Nonasymptotic Bounds and Applications

26 Jun 2020Guillaume AussetStephan ClémençonFrançois Portier

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory. We consider here the classic regression setup, where a real valued square integrable r.v... (read more)

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