arXiv Machine Learning July 28, 2026 By Omar Al-Ghattas

Risk reversal for least squares estimators under nested convex constraints

Read the original on arXiv Machine Learning →

arXiv:2601. 16041v2 Announce Type: replace-cross Abstract: In constrained stochastic optimization, one expects that restricting the feasible set, provided it still contains the true parameter, should not increase the statistical risk of the corresponding projection estimator.

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