arXiv stat.ML
· Papers
Aggregation with Exponential Weights is Optimal in Expectation
arXiv:2607.02247v1 Announce Type: cross Abstract: The aggregation with exponential weights (AEW) estimator is not fully understood in the basic setting of model selection aggregation with squared loss. In particular, whether it is minimax-rate optimal in expectation for large enough fixed temperatures and under random