Laan, Mark van der; Dudoit, Sandrine; Vaart, Aad van der - Berkeley Electronic Press - 2004
(with respect to the distribution of the random variable) of a particular (loss) function of a candidate parameter value and … the random variable. Examples of commonly used loss functions are the squared error loss function in regression and the … negative log-density loss function in density estimation. Minimizing the empirical risk (i.e., the empirical mean of the loss …