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The well-known empirical risk minimization (ERM) principle is the basis of many widely used machine learning algorithms, and plays an essential role in the classical PAC theory. A common description of a learning algorithm's performance is…

Machine Learning · Statistics 2025-01-31 Steve Hanneke , Mingyue Xu

This paper surveys recent developments at the intersection of operator learning, statistical learning theory, and approximation theory. First, it reviews error bounds for empirical risk minimization with a focus on holomorphic operators and…

Numerical Analysis · Mathematics 2026-03-03 Simone Brugiapaglia , Nicola Rares Franco , Nicholas H. Nelsen

Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from…

Machine Learning · Computer Science 2023-01-18 Devavrat Shah , Christina Lee Yu

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

Machine Learning · Computer Science 2021-08-23 Henryk Gzyl , Enrique ter Horst

The robustness of the kernel recursive least square (KRLS) algorithm has recently been improved by combining them with more robust information-theoretic learning criteria, such as minimum error entropy (MEE) and generalized MEE (GMEE),…

Information Theory · Computer Science 2023-09-07 Jiacheng He , Gang Wang , Kun Zhang , Shan Zhong , Bei Peng

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

Studies on generalization performance of machine learning algorithms under the scope of information theory suggest that compressed representations can guarantee good generalization, inspiring many compression-based regularization methods.…

Machine Learning · Computer Science 2019-10-16 Antoine Saporta , Yifu Chen , Michael Blot , Matthieu Cord

We consider the weighted least squares spline approximation of a noisy dataset. By interpreting the weights as a probability distribution, we maximize the associated entropy subject to the constraint that the mean squared error is…

Numerical Analysis · Mathematics 2024-01-19 Luigi Brugnano , Domenico Giordano , Felice Iavernaro , Giorgia Rubino

Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…

Quantum Physics · Physics 2026-05-27 Sreejith Sreekumar , Ziv Goldfeld , Mark M. Wilde

A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…

Machine Learning · Statistics 2023-02-24 Jiangshe Zhang , Lizhen Ji , Fei Gao , Mengyao Li

In this paper, we employ the thoughts and methodologies of Shannon's information theory to solve the problem of the optimal radar parameter estimation. Based on a general radar system model, the \textit{a posteriori} probability density…

Information Theory · Computer Science 2025-09-30 Dazhuan Xu , Han Zhang , Nan Wang

We study the approximability of instances of the minimum entropy set cover problem, parameterized by the average frequency of a random element in the covering sets. We analyze an algorithm combining a greedy approach with another one biased…

Data Structures and Algorithms · Computer Science 2012-08-01 Cosmin Bonchis , Gabriel Istrate

We consider the problem of dictionary learning under the assumption that the observed signals can be represented as sparse linear combinations of the columns of a single large dictionary matrix. In particular, we analyze the minimax risk of…

Machine Learning · Statistics 2014-06-30 Alexander Jung , Yonina C. Eldar , Norbert Görtz

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…

Machine Learning · Statistics 2024-05-21 Viktor Nilsson , Anirban Samaddar , Sandeep Madireddy , Pierre Nyquist

Deep learning systems have been reported to achieve state-of-the-art performances in many applications, and a key is the existence of well trained classifiers on benchmark datasets. As a main-stream loss function, the cross entropy can…

Machine Learning · Computer Science 2022-09-22 Jirong Yi , Qiaosheng Zhang , Zhen Chen , Qiao Liu , Wei Shao

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

Empirical risk minimization is the main tool for prediction problems, but its extension to relational data remains unsolved. We solve this problem using recent ideas from graph sampling theory to (i) define an empirical risk for relational…

Machine Learning · Statistics 2019-02-25 Victor Veitch , Morgane Austern , Wenda Zhou , David M. Blei , Peter Orbanz

A common strategy to train deep neural networks (DNNs) is to use very large architectures and to train them until they (almost) achieve zero training error. Empirically observed good generalization performance on test data, even in the…

Machine Learning · Statistics 2021-07-26 Nicole Mücke , Ingo Steinwart