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In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…

Machine Learning · Computer Science 2024-10-08 Binchuan Qi

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

The existing upper and lower bounds between entropy and error are mostly derived through an inequality means without linking to joint distributions. In fact, from either theoretical or application viewpoint, there exists a need to achieve a…

Information Theory · Computer Science 2013-03-06 Bao-Gang Hu , Hong-Jie Xing

Exact lower and upper bounds on the best possible misclassification probability for a finite number of classes are obtained in terms of the total variation norms of the differences between the sub-distributions over the classes. These…

Statistics Theory · Mathematics 2018-02-12 Iosif Pinelis

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Statistics Theory · Mathematics 2025-07-08 Dalton A R Sakthivadivel

Ordinal classification problems, where labels exhibit a natural order, are prevalent in high-stakes fields such as medicine and finance. Accurate uncertainty quantification, including the decomposition into aleatoric (inherent variability)…

Machine Learning · Computer Science 2025-07-02 Stefan Haas , Eyke Hüllermeier

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas

In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Machine Learning · Statistics 2022-06-22 Ambrus Tamás , Balázs Csanád Csáji

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…

Econometrics · Economics 2025-09-17 Timothy B. Armstrong , Patrick Kline , Liyang Sun

We derive a new asymptotic expansion for the global excess risk of a local-$k$-nearest neighbour classifier, where the choice of $k$ may depend upon the test point. This expansion elucidates conditions under which the dominant contribution…

Statistics Theory · Mathematics 2019-05-21 Timothy I. Cannings , Thomas B. Berrett , Richard J. Samworth

Robustness and generalization ability of machine learning models are of utmost importance in various application domains. There is a wide interest in efficient ways to analyze those properties. One important direction is to analyze…

Machine Learning · Computer Science 2025-04-29 Khoat Than , Dat Phan , Giang Vu

We consider the estimation of a bounded regression function with nonparametric heteroscedastic noise and random design. We study the true and empirical excess risks of the least-squares estimator on finite-dimensional vector spaces. We give…

Statistics Theory · Mathematics 2015-06-29 Adrien Saumard

We consider a problem of risk estimation for large-margin multi-class classifiers. We propose a novel risk bound for the multi-class classification problem. The bound involves the marginal distribution of the classifier and the Rademacher…

Machine Learning · Statistics 2021-09-15 Yury Maximov , Daria Reshetova

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

We derive bounds for a notion of adversarial risk, designed to characterize the robustness of linear and neural network classifiers to adversarial perturbations. Specifically, we introduce a new class of function transformations with the…

Machine Learning · Statistics 2019-01-03 Justin Khim , Po-Ling Loh

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

One of the main open problems in the theory of multi-category margin classification is the form of the optimal dependency of a guaranteed risk on the number C of categories, the sample size m and the margin parameter gamma. From a practical…

Statistics Theory · Mathematics 2018-12-04 Khadija Musayeva , Fabien Lauer , Yann Guermeur

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

Probability · Mathematics 2010-04-13 Vladimir Nikulin

We construct data dependent bounds on the risk in function learning problems. The bounds are based on the local norms of the Rademacher process indexed by the underlying function class and they do not require prior knowledge about the…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko