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We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…

Machine Learning · Computer Science 2025-02-19 Jiuyao Lu , Aaron Roth , Mirah Shi

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Roy S. Smith

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…

Numerical Analysis · Mathematics 2023-04-06 Frank de Hoog , Markus Hegland

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…

Machine Learning · Statistics 2026-04-09 Jiang Yu Nguwi , Nicolas Privault

We estimate the error of the Deep Ritz Method for linear elliptic equations. For Dirichlet boundary conditions, we estimate the error when the boundary values are imposed through the boundary penalty method. Our results apply to arbitrary…

Numerical Analysis · Mathematics 2022-09-07 Johannes Müller , Marius Zeinhofer

Lipschitz Bound Estimation is an effective method of regularizing deep neural networks to make them robust against adversarial attacks. This is useful in a variety of applications ranging from reinforcement learning to autonomous systems.…

Machine Learning · Computer Science 2022-07-18 Sarosij Bose

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…

Machine Learning · Computer Science 2021-01-01 Yihan Zhou , Victor S. Portella , Mark Schmidt , Nicholas J. A. Harvey

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

Inspired by classical sensitivity results for nonlinear optimization, we derive and discuss new quantitative bounds to characterize the solution map and dual variables of a parametrized nonlinear program. In particular, we derive explicit…

Optimization and Control · Mathematics 2020-06-19 Irina Subotić , Adrian Hauswirth , Florian Dörfler

In this note, we propose a framework for proving computational lower bounds in norm approximation by leveraging a reverse detection--estimation gap. The starting point is a testing problem together with an estimator whose error is…

Statistics Theory · Mathematics 2026-04-07 Runshi Tang , Yuefeng Han , Anru R. Zhang

In this paper we propose a new algorithm for learning polyhedral classifiers which we call as Polyceptron. It is a Perception like algorithm which updates the parameters only when the current classifier misclassifies any training data. We…

Machine Learning · Computer Science 2015-03-19 Naresh Manwani , P. S. Sastry

We continue the study of restricted Monte Carlo algorithms in a general setting. Here we show a lower bound for minimal errors in the setting with finite restriction in terms of deterministic minimal errors. This generalizes a result of…

Numerical Analysis · Mathematics 2020-12-24 Stefan Heinrich

Recent research has used margin theory to analyze the generalization performance for deep neural networks (DNNs). The existed results are almost based on the spectrally-normalized minimum margin. However, optimizing the minimum margin…

Machine Learning · Computer Science 2024-07-10 Shen-Huan Lyu , Lu Wang , Zhi-Hua Zhou

This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective…

Artificial Intelligence · Computer Science 2016-06-02 Marco F Cusumano-Towner , Vikash K Mansinghka

Lipschitz constrained networks have gathered considerable attention in the deep learning community, with usages ranging from Wasserstein distance estimation to the training of certifiably robust classifiers. However they remain commonly…

In this contribution, kernel approximations are applied as ansatz functions within the Deep Ritz method. This allows to approximate weak solutions of elliptic partial differential equations with weak enforcement of boundary conditions using…

Numerical Analysis · Mathematics 2024-10-07 Hendrik Kleikamp , Tizian Wenzel

In this paper, we correct an upper bound, presented in~\cite{hs-11}, on the generalisation error of classifiers learned through multiple kernel learning. The bound in~\cite{hs-11} uses Rademacher complexity and has an\emph{additive}…

Machine Learning · Computer Science 2014-05-13 Zakria Hussain , John Shawe-Taylor , Mario Marchand