Empirical Risk Minimization

Also known as ERM

Overview

Empirical risk minimization chooses a model or decision rule to minimize average loss on a training sample, providing a foundation for regression, classification, and many neural-network objectives. Statistical analyses use localized Rademacher complexity, concentration and small-ball methods, and high-dimensional tools such as Gaussian comparison and approximate message passing to bound test error and study when structure, weighting, or constraints help. Optimization work examines gradient methods, regularization, distributed primal-dual algorithms, and privacy-preserving variants, while extensions address biased or dependent data, distribution shift, heavy tails, and selective labels. A central tension is that low empirical risk or faster fitting need not ensure reliable test performance: guarantees depend on model complexity and data conditions, while computational, privacy, and robustness constraints introduce further tradeoffs.

Latest papers

CardsList

45 papers5 papers in the last four weeks, down 29% on the four weeks before. 0.0% of all new papers.

  1. Benign population landscapes do not transfer to empirical risk minimization in nonsmooth optimization

    Nov 1, 2026Penghao Wang, Mateo Díaz, Liwei JiangNonconvex OptimizationEmpirical Risk Minimization

  2. Two Sample Sizes in Test-Time LLM Ensembling: Buffered ERM and Minimax Theory

    Oct 15, 2026Zhi Zhang, Arash A. AminiLanguage Model EnsemblesTest-Time Scaling

  3. Hard Way, The Only Way: Provable Merits of Training on Hardest Examples

    Oct 15, 2026Elvis DohmatobHigh-Dimensional AsymptoticsDataset Pruning

  4. Asymptotic Analysis of Empirical Risk Minimization on Entry-wise i.i.d. Heavy-Tailed Data

    Oct 6, 2026Kaito Takanami, Takashi Takahashi, Yoshiyuki KabashimaStatistical Physics of LearningHigh-Dimensional Asymptotics

  5. Entropy Regularization: A Free Correction to Cross-Entropy for Verified Demonstrations

    Sep 24, 2026Mihir Dhanakshirur, Adam Ousherovitch, Ambuj TewariEntropy RegularizationLLM Reasoning

  6. Tail-Weight Control and Localized Generalization in Nearly Low-Rank Adversarial Classification

    Sep 20, 2026Kunyu Wang, Dehan Wang, Wenjun ChenAdversarial RobustnessRobust Loss Functions

  7. Weighted Data Selection: Sharp Upper-Half and Five-Dimensional Laws

    Sep 8, 2026Zhongxuan Liu, Hongzhi WangData SelectionTraining Data Selection

  8. GPU-Enabled Large-Scale Optimization Using Randomized Linear Algebra

    Sep 8, 2026Pratik Rathore, Zachary Frangella, Parth Nobel +2Empirical Risk Minimization

  9. ReliableNet: A Chance-Constrained Approach to Trustworthy Classification in Deep Learning

    Aug 10, 2026Ange-Clément Akazan, Ineza Remy Mugenga, Abebe Geletu +2Chance-Constrained OptimizationClassification

  10. Learning switched non-linear dynamical systems from a single trajectory

    Jul 26, 2026Sunny G. W. Wang, Hemant TyagiRegime-Switching Dynamical SystemsNonlinear System Identification

  11. Replica Symmetry Breaking and Algorithmic Thresholds in Empirical Risk Minimization under Multi-Index Model

    Jun 26, 2026Andrea Montanari, Kangjie ZhouApproximate Message PassingStatistical Learning Theory

  12. Non-asymptotic estimates of the minimal risk in statistical learning

    Jun 22, 2026Liming Wu, Sen YangStatistical Learning TheoryEmpirical Risk Minimization

  13. On the Oracle Complexity of Interpolation-Based Gradient Descent

    Jun 18, 2026Dongmin Lee, William Lu, Anuran MakurOracle ComplexityGradient Descent

  14. Focused PU learning from imbalanced data

    May 14, 2026Elias Zavitsanos, Georgios PaliourasClass-Imbalanced LearningBinary Classification

  15. Learning U-Statistics with Active Inference

    May 12, 2026Xiaoning Wang, Yuyang Huo, Liuhua Peng +1Active InferenceU-Statistics

  16. Risk-Consistent Multiclass Learning from Random Label-Subset Membership Queries

    May 8, 2026Jiaxu Su, Junpeng Li, Changchun Hua +1Multiclass ClassificationWeakly Supervised Learning

  17. Elite-Driven Support Vector Machines for Classification

    Apr 28, 2026Mohammad Jafari Jozani, Bahram MoeinianfarBinary ClassificationSupport Vector Machines

  18. Decentralized Machine Learning with Centralized Performance Guarantees via Gibbs Algorithms

    Apr 22, 2026Yaiza Bermudez, Samir M. Perlaza, Iñaki EsnaolaDecentralized LearningStatistical Learning Theory

  19. Characterization of Gaussian Universality Breakdown in High-Dimensional Empirical Risk Minimization

    Apr 3, 2026Chiheb Yaakoubi, Cosme Louart, Malik Tiomoko +1Empirical Risk MinimizationHigh-Dimensional Asymptotics

  20. From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators

    Mar 20, 2026Karun Adusumilli, Maximilian Kasy, Ashia WilsonCross-ValidationShrinkage Estimation

  21. Self-Regularized Learning Methods

    Mar 17, 2026Max Schölpple, Liu Fanghui, Ingo SteinwartStatistical Learning TheoryImplicit Regularization

  22. Muon Converges under Heavy-Tailed Noise: Nonconvex Hölder-Smooth Empirical Risk Minimization

    Mar 16, 2026Hideaki IidukaNonconvex Stochastic OptimizationMuon Optimizer