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. Interleaved Resampling and Refitting: Data and Compute-Efficient Evaluation of Black-Box Predictors

    Mar 15, 2026Haichen Hu, David Simchi-LeviEmpirical Risk Minimization

  2. On the Statistical Optimality of Optimal Decision Trees

    Mar 5, 2026Zineng Xu, Subhro Ghosh, Yan Shuo TanDecision Tree LearningStatistical Learning Theory

  3. A Researcher's Guide to Empirical Risk Minimization

    Feb 25, 2026Lars van der LaanEmpirical Risk MinimizationStatistical Learning Theory

  4. On the Generalization and Robustness in Conditional Value-at-Risk

    Feb 20, 2026Dinesh Karthik Mulumudi, Piyushi Manupriya, Gholamali Aminian +1Conditional Value-at-RiskEmpirical Risk Minimization

  5. Topological Exploration of High-Dimensional Empirical Risk Landscapes: general approach, and applications to phase retrieval

    Feb 19, 2026Antoine Maillard, Tony Bonnaire, Giulio BiroliLoss LandscapeLoss Landscape Geometry

  6. Conjugate Learning Theory: Uncovering the Mechanisms of Trainability and Generalization in Deep Neural Networks

    Feb 18, 2026Binchuan QiNeural Network GeneralizationNeural Network Optimization

  7. Fast Rates for Nonstationary Weighted Risk Minimization

    Feb 5, 2026Tobias Brock, Thomas NaglerEmpirical Risk MinimizationStatistical Learning Theory

  8. On the Gradient Complexity of Private Optimization with Private Oracles

    Nov 17, 2025Michael Menart, Aleksandar NikolovQuery ComplexityOracle Complexity

  9. LLM Priors for ERM over Programs

    Oct 16, 2025Shivam Singhal, Priyadarsi Mishra, Eran Malach +1LLM-Based Program SynthesisEmpirical Risk Minimization

  10. On the Relationship Between CoCoA and ADMM for Distributed Empirical Risk Minimization

    Feb 1, 2025Runxiong Wu, Andi WangPrimal-Dual OptimizationDistributed Optimization

  11. A Differentially Private Weighted Empirical Risk Minimization Procedure and its Application to Outcome Weighted Learning

    Jul 24, 2023Spencer Giddens, Yiwang Zhou, Kevin R. Krull +3Privacy-Preserving MLDifferential Privacy

  12. Learning from a Biased Sample

    Sep 5, 2022Roshni Sahoo, Lihua Lei, Stefan WagerDistribution Shift RobustnessDistributionally Robust Optimization

  13. Universality of empirical risk minimization

    Feb 17, 2022Andrea Montanari, Basil SaeedStatistical Learning TheoryEmpirical Risk Minimization