Gespeichert in:
| Hauptverfasser: | , , , , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2501.02353 |
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Inhaltsangabe:
- In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general ``balanceable" Bernstein condition, one can design a weighted ERM estimator to achieve superior performance in certain sub-regions over the one obtained from standard ERM, and the superiority manifests itself through a data-dependent constant term in the error bound. These sub-regions correspond to large-margin ones in classification settings and low-variance ones in heteroscedastic regression settings, respectively. Our findings are supported by evidence from synthetic data experiments.