0
votes
0answers
45 views

Fitting a logistic curve with absolute value loss

I was wondering whether the procedure of fitting a logistic curve with absolute value loss has a well known name / commonly available implementation. The idea behind this is that if I have two ...
2
votes
2answers
90 views

Minimizing variance of an estimator under sampling cost penalty

I have an estimator $t$, whose variance depends on the dimension of my sample $x_{1:n}$: $$ \text{Var}(t(x_{1:n})) = f(n). $$ Suppose that the form of $f(n)$ is known. I would like to determine what ...
1
vote
0answers
39 views

Representer theorem for vector-valued functions

Is there a representer theorem for loss-functions of the form $\sum_{i}(f(x_i \mathbb{.}),y_i)$ of the form where the output of $f(.)$ is a vector and the domain is also a vector. Also, there is a ...
2
votes
3answers
183 views

Multiclass classification when class distribution is known

What is an example of an algorithm that, when i have a known distribution across discrete groups and I have some sort of model score that a person is in each group, assigns persons to groups such that ...
5
votes
3answers
462 views

Gradient descent oscillating a lot. Have I chosen my step direction incorrectly?

I'm trying to run a basic gradient descent algorithm with a absolute loss function. I can get it to converge to a good solution by it requires a much lower step size and more iterations than had I ...