Lugosi, Gábor; Nobel, Andrew B. - Department of Economics and Business, Universitat … - 1998
}^d \to {\cal R}$ whose risk is small. We investigate the possibility of empirically assessing the {\em complexity} of each … turn used to define an adaptive model selection procedure, which is based on complexity penalized empirical risk. The … the sum of class complexity and empirical risk. A distinguishing feature of the approach is that the complexity of each …