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We study multivariate approximation of periodic function in the worst case setting with the error measured in the $L_\infty$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or…

Numerical Analysis · Mathematics 2023-05-01 Jiaxin Geng , Heping Wang

It is known that, for systems of initial-value problems, algorithms using adaptive information perform much better in the worst case setting than the algorithms using nonadaptive information. In the latter case, lower and upper complexity…

Numerical Analysis · Mathematics 2018-11-09 Boleslaw Kacewicz

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…

Information Theory · Computer Science 2020-12-18 Galen Reeves

Distributed learning facilitates the scaling-up of data processing by distributing the computational burden over several nodes. Despite the vast interest in distributed learning, generalization performance of such approaches is not well…

Machine Learning · Statistics 2020-05-05 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…

Numerical Analysis · Mathematics 2019-03-27 Yuhan Ding , Fred J. Hickernell , Peter Kritzer , Simon Mak

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

Statistics Theory · Mathematics 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

We show through case studies that it is easier to estimate the fundamental limits of data processing than to construct explicit algorithms to achieve those limits. Focusing on binary classification, data compression, and prediction under…

Information Theory · Computer Science 2017-10-03 Jiantao Jiao , Yanjun Han , Irena Fischer-Hwang , Tsachy Weissman

Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…

Applications · Statistics 2017-04-04 Emiliano Diaz

Usually standard algorithms employ a loss where each error is the mere absolute difference between the true value and the prediction, in case of a regression task. In the present, we introduce several error weighting schemes that are a…

Machine Learning · Computer Science 2023-02-24 Filippo Portera

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…

Systems and Control · Computer Science 2013-06-07 Fabrizio Dabbene , Mario Sznaier , Roberto Tempo

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…

Machine Learning · Computer Science 2018-01-16 Ankit Pensia , Varun Jog , Po-Ling Loh

The analysis of Temporal Difference (TD) learning in the average-reward setting faces notable theoretical difficulties because the Bellman operator is not contractive with respect to any norm. This complicates standard analyses of…

Machine Learning · Computer Science 2026-05-05 Haoxing Tian , Zaiwei Chen , Ioannis Ch. Paschalidis , Alex Olshevsky

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with some theoretical frameworks.…

Disordered Systems and Neural Networks · Physics 2016-11-10 Satoshi Takabe , Koji Hukushima

The prevalence and low cost of LLMs have led to a rise of synthetic content. From review sites to court documents, "natural" content has been contaminated by data points that appear similar to natural data, but are in fact LLM-generated. In…

Machine Learning · Computer Science 2026-02-04 Kareem Amin , Alex Bie , Weiwei Kong , Umar Syed , Sergei Vassilvitskii

In this work, we present a variety of novel information-theoretic generalization bounds for learning algorithms, from the supersample setting of Steinke & Zakynthinou (2020)-the setting of the "conditional mutual information" framework. Our…

Machine Learning · Statistics 2023-06-16 Ziqiao Wang , Yongyi Mao

Distributed learning provides an attractive framework for scaling the learning task by sharing the computational load over multiple nodes in a network. Here, we investigate the performance of distributed learning for large-scale linear…

Machine Learning · Statistics 2021-11-03 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén