Tilted empirical risk minimization

T Li, A Beirami, M Sanjabi, V Smith - arXiv preprint arXiv:2007.01162, 2020 - arxiv.org
Empirical risk minimization (ERM) is typically designed to perform well on the average loss,
which can result in estimators that are sensitive to outliers, generalize poorly, or treat …

Tilted Empirical Risk Minimization

T Li, A Beirami, M Sanjabi, V Smith - International Conference on Learning … - openreview.net
Empirical risk minimization (ERM) is typically designed to perform well on the average loss,
which can result in estimators that are sensitive to outliers, generalize poorly, or treat …

[PDF][PDF] Tilted Empirical Risk Minimization

T Li, A Beirami, M Sanjabi, V Smith - arXiv preprint arXiv …, 2020 - researchgate.net
Empirical risk minimization (ERM) is typically designed to perform well on the average loss,
which can result in estimators that are sensitive to outliers, generalize poorly, or treat …

Tilted Empirical Risk Minimization

T Li, A Beirami, M Sanjabi, V Smith - arXiv e-prints, 2020 - ui.adsabs.harvard.edu
Empirical risk minimization (ERM) is typically designed to perform well on the average loss,
which can result in estimators that are sensitive to outliers, generalize poorly, or treat …

[PDF][PDF] TILTED EMPIRICAL RISK MINIMIZATION

T Li, A Beirami, M Sanjabi, V Smith - researchgate.net
Empirical risk minimization (ERM) is typically designed to perform well on the average loss,
which can result in estimators that are sensitive to outliers, generalize poorly, or treat …