Improve crps theory slide

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2025-06-27 09:44:14 +02:00
parent 99e7b2fd7b
commit 13c238779e
2 changed files with 5 additions and 5 deletions

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