Related papers: Fast rates in learning with dependent observations

We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in…

Let $(X,Y)\in\mathcal{X}\times \mathcal{Y}$ be a random couple with unknown distribution $P$. Let $\GG$ be a class of measurable functions and $\ell$ a loss function. The problem of statistical learning deals with the estimation of the…

This paper proposes a forecast-centric adaptive learning model that engages with the past studies on the order book and high-frequency data, with applications to hypothesis testing. In line with the past literature, we produce brackets of…

There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…

Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…

It has been recently shown that, under the margin (or low noise) assumption, there exist classifiers attaining fast rates of convergence of the excess Bayes risk, i.e., the rates faster than $n^{-1/2}$. The works on this subject suggested…

Mixture models arise in many regression problems, but most methods have seen limited adoption partly due to these algorithms' highly-tailored and model-specific nature. On the other hand, transformers are flexible, neural sequence models…

We informally call a stochastic process learnable if it admits a generalization error approaching zero in probability for any concept class with finite VC-dimension (IID processes are the simplest example). A mixture of learnable processes…

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

The i.i.d. assumption is a useful idealization that underpins many successful approaches to supervised machine learning. However, its violation can lead to models that learn to exploit spurious correlations in the training data, rendering…

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…

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…

Efficient learning from demonstration for long-horizon tasks remains an open challenge in robotics. While significant effort has been directed toward learning trajectories, a recent resurgence of object-centric approaches has demonstrated…

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural…

Decomposing knowledge into interchangeable pieces promises a generalization advantage when there are changes in distribution. A learning agent interacting with its environment is likely to be faced with situations requiring novel…

Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

In this work, we study statistical learning with dependent ($\beta$-mixing) data and square loss in a hypothesis class $\mathscr{F}\subset L_{\Psi_p}$ where $\Psi_p$ is the norm $\|f\|_{\Psi_p} \triangleq \sup_{m\geq 1} m^{-1/p} \|f\|_{L^m}…