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Entropy regularization is commonly used to improve policy optimization in reinforcement learning. It is believed to help with \emph{exploration} by encouraging the selection of more stochastic policies. In this work, we analyze this claim…

Machine Learning · Computer Science 2019-06-11 Zafarali Ahmed , Nicolas Le Roux , Mohammad Norouzi , Dale Schuurmans

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Machine Learning · Computer Science 2023-06-02 Dan Zhao

Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015).…

Machine Learning · Computer Science 2023-06-21 Sarah Rathnam , Sonali Parbhoo , Weiwei Pan , Susan A. Murphy , Finale Doshi-Velez

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

In an attempt to better understand generalization in deep learning, we study several possible explanations. We show that implicit regularization induced by the optimization method is playing a key role in generalization and success of deep…

Machine Learning · Computer Science 2017-09-11 Behnam Neyshabur

Regularization is essential for avoiding over-fitting to training data in network optimization, leading to better generalization of the trained networks. The label noise provides a strong implicit regularization by replacing the target…

Machine Learning · Computer Science 2022-05-04 Kensuke Nakamura , Bong-Soo Sohn , Kyoung-Jae Won , Byung-Woo Hong

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…

Optimization and Control · Mathematics 2021-11-30 N. I. M. Gould , Ph. L. Toint

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

Mixup is a data augmentation technique that creates new examples as convex combinations of training points and labels. This simple technique has empirically shown to improve the accuracy of many state-of-the-art models in different settings…

Machine Learning · Computer Science 2026-05-28 Luigi Carratino , Moustapha Cissé , Rodolphe Jenatton , Jean-Philippe Vert

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Machine Learning · Computer Science 2023-06-16 Antoine Moulin , Gergely Neu

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

We consider the problem of reconstructing a low rank matrix from noisy observations of a subset of its entries. This task has applications in statistical learning, computer vision, and signal processing. In these contexts, "noise"…

Machine Learning · Statistics 2010-01-05 Raghunandan H. Keshavan , Andrea Montanari

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

The common graph Laplacian regularizer is well-established in semi-supervised learning and spectral dimensionality reduction. However, as a first-order regularizer, it can lead to degenerate functions in high-dimensional manifolds. The…

Computer Vision and Pattern Recognition · Computer Science 2016-02-12 Kwang In Kim , James Tompkin , Hanspeter Pfister , Christian Theobalt