Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry
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arXiv:2609.10767v1 Announce Type: new Abstract: We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data. The training observations are generated from a fixed finite window of a stationary Gau…
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