Suzanne Sigalla

1paper

1 Paper

STJun 27, 2022
Benign overfitting and adaptive nonparametric regression

Julien Chhor, Suzanne Sigalla, Alexandre B. Tsybakov

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of Hölder classes adaptively to the unknown smoothness.