Related papers: Tight Sample Complexity of Large-Margin Learning
Diffusion models are powerful generative models that produce high-quality samples from complex data. While their infinite-data behavior is well understood, their generalization with finite data remains less clear. Classical learning theory…
We present a formulation of deep learning that aims at producing a large margin classifier. The notion of margin, minimum distance to a decision boundary, has served as the foundation of several theoretically profound and empirically…
Proper regularization is critical for speeding up training, improving generalization performance, and learning compact models that are cost efficient. We propose and analyze regularized gradient descent algorithms for learning shallow…
For linear classifiers, the relationship between (normalized) output margin and generalization is captured in a clear and simple bound -- a large output margin implies good generalization. Unfortunately, for deep models, this relationship…
We control the probability of the uniform deviation between empirical and generalization performances of multi-category classifiers by an empirical L1 -norm covering number when these performances are defined on the basis of the truncated…
Consider a $p$-dimensional population ${\mathbf x} \in\mathbb{R}^p$ with iid coordinates in the domain of attraction of a stable distribution with index $\alpha\in (0,2)$. Since the variance of ${\mathbf x}$ is infinite, the sample…
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…
This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…
In this paper, we study the dynamics of temporal difference learning with neural network-based value function approximation over a general state space, namely, \emph{Neural TD learning}. We consider two practically used algorithms,…
We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…
Let $G$ be a connected semisimple simply connected Lie group with a compact Cartan subgroup and let $\Gamma$ be a uniform lattice in $G$. Let $\widehat{G}_d$ denote the set of equivalence classes of unitary discrete series representations…
Multiple generalized additive models (GAMs) are a type of distributional regression wherein parameters of probability distributions depend on predictors through smooth functions, with selection of the degree of smoothness via $L_2$…
We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…
We derive closed-form expressions for the Bayes optimal decision boundaries in binary classification of high dimensional overlapping Gaussian mixture model (GMM) data, and show how they depend on the eigenstructure of the class covariances,…
In this paper, we propose a new max-margin based discriminative feature learning method. Specifically, we aim at learning a low-dimensional feature representation, so as to maximize the global margin of the data and make the samples from…
Likelihood based-learning of graphical models faces challenges of computational-complexity and robustness to model mis-specification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted…
We consider the problem of identifying the parameters of an unknown mixture of two arbitrary $d$-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally…
The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…