Improve crps theory slide
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@@ -1215,15 +1215,15 @@ EWA satisfies optimal selection convergence \eqref{eq_optp_select} in a determin
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<i class="fa fa-fw fa-triangle-exclamation" style="color:var(--col_amber_9);"></i> Learning-rate $\eta$ is chosen correctly
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Those results can be converted to *any* stochastic setting @wintenberger2017optimal.
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Optimal convex aggregation convergence \eqref{eq_optp_conv} can be satisfied by applying the kernel-trick:
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\begin{align}
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\ell^{\nabla}(x,y) = \ell'(\widetilde{X},y) x
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\end{align}
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$\ell'$ is the subgradient of $\ell$ at forecast combination $\widetilde{X}$.
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$\ell'$ is the subgradient of $\ell$ at forecast combination $\widetilde{X}$
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Those results can be converted to *any* stochastic setting @wintenberger2017optimal
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:::
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