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Related papers: Generalized Mixability via Entropic Duality

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Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm. We provide a new interpretation of mixability via convex…

Machine Learning · Computer Science 2014-03-12 Mark D. Reid , Rafael M. Frongillo , Robert C. Williamson

We consider the setting of prediction with expert advice; a learner makes predictions by aggregating those of a group of experts. Under this setting, and for the right choice of loss function and "mixing" algorithm, it is possible for the…

Machine Learning · Computer Science 2018-11-01 Zakaria Mhammedi , Robert C. Williamson

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and…

Machine Learning · Computer Science 2018-05-22 Parameswaran Kamalaruban , Robert C. Williamson , Xinhua Zhang

In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, and the learner has to efficiently aggregate these functional…

Machine Learning · Computer Science 2025-01-07 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

Mixable loss functions are of fundamental importance in the context of prediction with expert advice in the online setting since they characterize fast learning rates. By re-interpreting properness from the point of view of differential…

Machine Learning · Computer Science 2023-02-24 Armando J. Cabrera Pacheco , Robert C. Williamson

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

We observe that incorporating a shared layer in a mixture-of-experts can lead to performance degradation. This leads us to hypothesize that learning shared features poses challenges in deep learning, potentially caused by the same feature…

Machine Learning · Computer Science 2024-05-21 Sejik Park

Mixability has been shown to be a powerful tool to obtain algorithms with optimal regret. However, the resulting methods often suffer from high computational complexity which has reduced their practical applicability. For example, in the…

Machine Learning · Computer Science 2021-10-11 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

Non-stationary online learning has drawn much attention in recent years. Despite considerable progress, dynamic regret minimization has primarily focused on convex functions, leaving the functions with stronger curvature (e.g., squared or…

Machine Learning · Computer Science 2025-06-13 Yu-Jie Zhang , Peng Zhao , Masashi Sugiyama

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

Learning algorithms need bias to generalize and perform better than random guessing. We examine the flexibility (expressivity) of biased algorithms. An expressive algorithm can adapt to changing training data, altering its outcome based on…

Machine Learning · Statistics 2019-11-13 Julius Lauw , Dominique Macias , Akshay Trikha , Julia Vendemiatti , George D. Montanez

In this paper we present a unifying framework for continuous optimization methods grounded in the concept of generalized convexity. Utilizing the powerful theory of $\Phi$-convexity, we propose a conceptual algorithm that extends the…

Optimization and Control · Mathematics 2025-03-25 Konstantinos Oikonomidis , Emanuel Laude , Panagiotis Patrinos

In the online prediction framework, we use generalized entropy of to study the loss rate of predictors when outcomes are drawn according to stationary ergodic distributions over the binary alphabet. We show that the notion of generalized…

Information Theory · Computer Science 2016-03-08 Mrinalkanti Ghosh , Satyadev Nandakumar

Imitation learning holds the promise of equipping robots with versatile skills by learning from expert demonstrations. However, policies trained on finite datasets often struggle to generalize beyond the training distribution. In this work,…

Machine Learning · Computer Science 2025-04-28 Yixiao Wang

In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been…

Machine Learning · Computer Science 2025-06-16 Yousef El-Laham , Niccolò Dalmasso , Svitlana Vyetrenko , Vamsi K. Potluru , Manuela Veloso

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

In this paper, the worst-case probability measure over the data is introduced as a tool for characterizing the generalization capabilities of machine learning algorithms. More specifically, the worst-case probability measure is a Gibbs…

Machine Learning · Computer Science 2023-12-20 Xinying Zou , Samir M. Perlaza , Iñaki Esnaola , Eitan Altman

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

In this work, we study the generalization capability of algorithms from an information-theoretic perspective. It has been shown that the expected generalization error of an algorithm is bounded from above by a function of the relative…

Information Theory · Computer Science 2021-10-27 Borja Rodríguez-Gálvez , Germán Bassi , Mikael Skoglund
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