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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…

Machine Learning · Statistics 2021-12-09 Lijia Zhou , Frederic Koehler , Danica J. Sutherland , Nathan Srebro

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

Optimization and Control · Mathematics 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

We consider the convergence problem in the setting of mean field control with common noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence of the finite-dimensional value functions $V^N$ towards the mean…

Optimization and Control · Mathematics 2025-01-22 Alekos Cecchin , Samuel Daudin , Joe Jackson , Mattia Martini

We consider a high-dimensional mixture of two Gaussians in the noisy regime where even an oracle knowing the centers of the clusters misclassifies a small but finite fraction of the points. We provide a rigorous analysis of the…

Machine Learning · Statistics 2021-03-22 Francesca Mignacco , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability…

Machine Learning · Statistics 2026-05-12 Pouria Fatemi , Hoomaan Maskan , Suvrit Sra , Peyman Mohajerin Esfahani

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…

Statistics Theory · Mathematics 2012-07-12 Sébastien Loustau

This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the…

Machine Learning · Statistics 2014-09-16 Mario A. T. Figueiredo , Robert D. Nowak

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution.…

Analysis of PDEs · Mathematics 2017-11-30 Erkan Nane , Nguyen Huy Tuan

We construct near-optimal coresets for kernel density estimates for points in $\mathbb{R}^d$ when the kernel is positive definite. Specifically we show a polynomial time construction for a coreset of size $O(\sqrt{d}/\varepsilon\cdot…

Machine Learning · Computer Science 2019-04-15 Jeff M. Phillips , Wai Ming Tai

Non-linear latent variable models have become increasingly popular in a variety of applications. However, there has been little study on theoretical properties of these models. In this article, we study rates of posterior contraction in…

Statistics Theory · Mathematics 2011-09-26 Debdeep Pati , Anirban Bhattacharya , David B. Dunson

Quantum kernel methods have been widely recognized as one of promising quantum machine learning algorithms that have potential to achieve quantum advantages. In this paper, we theoretically characterize the power of noisy quantum kernels…

Quantum Physics · Physics 2024-02-01 Yabo Wang , Bo Qi , Xin Wang , Tongliang Liu , Daoyi Dong

We show that common choices of kernel functions for a highly accurate and massively scalable nearest-neighbour based GP regression model (GPnn: \cite{GPnn}) exhibit gradual convergence to asymptotic behaviour as dataset-size $n$ increases.…

Statistics Theory · Mathematics 2024-04-10 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

The nonparametric regression with a random design model is considered. We want to recover the regression function at a point x where the design density is vanishing or exploding. Depending on assumptions on the regression function local…

Statistics Theory · Mathematics 2016-08-16 Stéphane Gaiffas

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

We study the sensitivity to noise of |permanent(X)|^2 for random real and complex n x n Gaussian matrices X, and show that asymptotically the correlation between the noisy and noiseless outcomes tends to zero when the noise level is…

Quantum Physics · Physics 2014-11-11 Gil Kalai , Guy Kindler

Good generalization performance on high-dimensional data crucially hinges on a simple structure of the ground truth and a corresponding strong inductive bias of the estimator. Even though this intuition is valid for regularized models, in…

Machine Learning · Statistics 2022-10-28 Konstantin Donhauser , Nicolo Ruggeri , Stefan Stojanovic , Fanny Yang

This paper considers $k$-means clustering in the presence of noise. It is known that $k$-means clustering is highly sensitive to noise, and thus noise should be removed to obtain a quality solution. A popular formulation of this problem is…

Data Structures and Algorithms · Computer Science 2020-04-14 Sungjin Im , Mahshid Montazer Qaem , Benjamin Moseley , Xiaorui Sun , Rudy Zhou

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara