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