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A functional central limit theorem for kernel gradient flow and infinitesimal gradient boosting

Dombry, Clément et al.
arXiv (All) · Papers
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machine-learningprobabilitystatistics-theory
Building on the large-sample analysis of infinitesimal gradient boosting (Dombry and Duchamps, 2024), we study the fluctuations of the process around its deterministic limit and establish a functional central limit theorem: the rescaled deviations converge in distribution to a Gaussian process. The
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