arXiv Machine Learning By Yinan Li, Han Han, Kwang-Sung Jun

Sign Betting for Misspecified Regression: Variance Adaptivity and Optimal Approximation

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arXiv:2610. 20903v1 Announce Type: new Abstract: We study bounded regression under model misspecification, evaluating a function $f$ by its $L_1(P_X)$ distance to the conditional mean $\eta(x)=\mathbb{E}[Y\mid X=x]$, rather than the standard $L_2(P_X)$.

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