arXiv:2607.02247v1 Announce Type: cross Abstract: The aggregation with exponential weights (AEW) estimator is not fully understood in the basic setting of model selection aggregation with squared loss. In particular, whether it is minimax-rate optimal in expectation for large enough fixed temperatures and under random design has been an open problem since its introduction, which was explicitly posed by Lecu\'{e} and Mendelson (2013). In this paper, we settle this problem by showing that \emph{without} requiring a Bernstein-type assumption, the AEW indeed achieves the excess risk $T \log (M) /
Source: arXiv cs.LG — read the full report at the original publisher.