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Early-stopping optimality without a U-shape risk assumption

Sourced from the work of Pierre C Bellec, Kai Tan

§ Problem Statement

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§ Significance & Implications

§ Known Partial Results

§ References

[1]

Uncertainty quantification for iterative algorithms in linear models with application to early stopping

Pierre C Bellec, Kai Tan (2024)

Annals of Statistics (to appear)

📍 Section 1.3 (Early stopping), unnumbered paragraph (no theorem/remark/conjecture number), p. 4.

Source paper where this problem appears.

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