The Minimum Sample Complexity of Importance Weighting
This post is about a trick that I learned from Dale Schuurmans which has been repeatedly useful for me over time.The basic trick has to do with importance weighting for monte carlo integration. Consider the problem of finding:N = Ex ~ D f(x)given samples... Read more…
Published: 16:47 06/09/2008,
Source: Machine Learning (Theory),
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