Related papers: Fast learning rates in statistical inference throu…

A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp…

Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as…

We consider a stochastic optimization problem involving two random variables: a context variable $X$ and a dependent variable $Y$. The objective is to minimize the expected value of a nonlinear loss functional applied to the conditional…

We study the approximation capacity of deep ReLU recurrent neural networks (RNNs) and explore the convergence properties of nonparametric least squares regression using RNNs. We derive upper bounds on the approximation error of RNNs for…

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…

Stochastic approximation (SA) is a classical approach for stochastic convex optimization. Previous studies have demonstrated that the convergence rate of SA can be improved by introducing either smoothness or strong convexity condition. In…

This paper studies the approximation capacity of ReLU neural networks with norm constraint on the weights. We prove upper and lower bounds on the approximation error of these networks for smooth function classes. The lower bound is derived…

We study the problem of estimating a multivariate convex function defined on a convex body in a regression setting with random design. We are interested in optimal rates of convergence under a squared global continuous $l_2$ loss in the…

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…

We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…

We establish optimal convergence rates up to a log-factor for a class of deep neural networks in a classification setting under a restraint sometimes referred to as the Tsybakov noise condition. We construct classifiers in a general setting…

Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020).…

In this article we study fully-connected feedforward deep ReLU ANNs with an arbitrarily large number of hidden layers and we prove convergence of the risk of the GD optimization method with random initializations in the training of such…

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of…

We consider the problem of federated learning in a one-shot setting in which there are $m$ machines, each observing $n$ sample functions from an unknown distribution on non-convex loss functions. Let $F:[-1,1]^d\to\mathbb{R}$ be the…

We investigate the problem of minimizing the excess generalization error with respect to the best expert prediction in a finite family in the stochastic setting, under limited access to information. We assume that the learner only has…

Most existing literature on supervised machine learning assumes that the training dataset is drawn from an i.i.d. sample. However, many real-world problems exhibit temporal dependence and strong correlations between the marginal…