arXiv Machine Learning By Mikael M{\o}ller H{\o}gsgaard, Patrick Rebeschini, Tobias Wegel

Aggregation with Exponential Weights is Optimal in Expectation

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arXiv:2607. 02247v1 Announce Type: cross Abstract: The aggregation with exponential weights (AEW) estimator is not fully understood in the basic setting of model selection aggregation with squared loss.

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