English

Supervised learning with probabilistic morphisms and kernel mean embeddings

Statistics Theory 2025-04-29 v6 Machine Learning Category Theory Functional Analysis Probability Statistics Theory

Abstract

In this paper I propose a generative model of supervised learning that unifies two approaches to supervised learning, using a concept of a correct loss function. Addressing two measurability problems, which have been ignored in statistical learning theory, I propose to use convergence in outer probability to characterize the consistency of a learning algorithm. Building upon these results, I extend a result due to Cucker-Smale, which addresses the learnability of a regression model, to the setting of a conditional probability estimation problem. Additionally, I present a variant of Vapnik-Stefanuyk's regularization method for solving stochastic ill-posed problems, and using it to prove the generalizability of overparameterized supervised learning models.

Keywords

Cite

@article{arxiv.2305.06348,
  title  = {Supervised learning with probabilistic morphisms and kernel mean embeddings},
  author = {Hông Vân Lê},
  journal= {arXiv preprint arXiv:2305.06348},
  year   = {2025}
}

Comments

V6: 51 p., minor corrections