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We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…

Machine Learning · Statistics 2024-10-28 Sebastian Allmeier , Nicolas Gast

Surprise describes a range of phenomena from unexpected events to behavioral responses. We propose a measure of surprise and use it for surprise-driven learning. Our surprise measure takes into account data likelihood as well as the degree…

Machine Learning · Statistics 2017-03-03 Mohammadjavad Faraji , Kerstin Preuschoff , Wulfram Gerstner

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…

Applications · Statistics 2021-10-26 Yunxiao Chen , Yi-Hsuan Lee , Xiaoou Li

Common practice in modern machine learning involves fitting a large number of parameters relative to the number of observations. These overparameterized models can exhibit surprising generalization behavior, e.g., ``double descent'' in the…

Machine Learning · Statistics 2024-10-03 Pratik Patil , Jin-Hong Du , Ryan J. Tibshirani

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

Consider a predictor, a learner, whose input is a stream of discrete items. The predictor's task, at every time point, is probabilistic multiclass prediction, i.e. to predict which item may occur next by outputting zero or more candidate…

Machine Learning · Computer Science 2024-12-25 Omid Madani

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

We consider the problem of learning an unknown subset $N_\text{target}$ of a domain in an online setting. In each round $t$, the learner predicts a set of items ${N}_t$ and receives one of two types of feedback, each with equal probability:…

Machine Learning · Computer Science 2026-05-12 Lee Cohen , Yishay Mansour , Shay Moran , Han Shao

The accuracy of machine learning systems is a widely studied research topic. Established techniques such as cross-validation predict the accuracy on unseen data of the classifier produced by applying a given learning method to a given…

Machine Learning · Computer Science 2012-12-06 J. E. Smith , P. Caleb-Solly , M. A. Tahir , D. Sannen , H. van-Brussel

The standard model and the bandit model are two generalizations of the mistake-bound model to online multiclass classification. In both models the learner guesses a classification in each round, but in the standard model the learner…

Discrete Mathematics · Computer Science 2021-02-02 Jesse Geneson

We study the scaling of classification error rates with respect to the size of the training dataset. In contrast to classical results where rates are minimax optimal for a problem class, this work starts with the empirical observation that,…

Machine Learning · Statistics 2025-06-04 Pengkun Yang , Jingzhao Zhang

We study sequential prediction of real-valued, arbitrary and unknown sequences under the squared error loss as well as the best parametric predictor out of a large, continuous class of predictors. Inspired by recent results from…

Machine Learning · Computer Science 2014-01-24 N. Denizcan Vanli , Suleyman S. Kozat

Various optimality properties of universal sequence predictors based on Bayes-mixtures in general, and Solomonoff's prediction scheme in particular, will be studied. The probability of observing $x_t$ at time $t$, given past observations…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter

We investigate the problem of cumulative regret minimization for individual sequence prediction with respect to the best expert in a finite family of size K under limited access to information. We assume that in each round, the learner can…

Statistics Theory · Mathematics 2022-10-06 El Mehdi Saad , G. Blanchard

Let $(Y,X_1,...,X_m)$ be a random vector. It is desired to predict $Y$ based on $(X_1,...,X_m)$. Examples of prediction methods are regression, classification using logistic regression or separating hyperplanes, and so on. We consider the…

Statistics Theory · Mathematics 2007-06-13 Eitan Greenshtein

Learning, whether natural or artificial, is a process of selection. It starts with a set of candidate options and selects the more successful ones. In the case of machine learning the selection is done based on empirical estimates of…

Machine Learning · Computer Science 2026-01-30 Yevgeny Seldin

A classical learning setting typically concerns an agent/student who collects data, or observations, from a system in order to estimate a certain property of interest. Correctional learning is a type of cooperative teacher-student framework…

Machine Learning · Computer Science 2022-03-30 Inês Lourenço , Rebecka Winqvist , Cristian R. Rojas , Bo Wahlberg

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet