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Subsampling is a popular approach to alleviating the computational burden for analyzing massive datasets. Recent efforts have been devoted to various statistical models without explicit regularization. In this paper, we develop an efficient…

Methodology · Statistics 2022-04-12 Yunlu Chen , Nan Zhang

Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…

Statistics Theory · Mathematics 2025-04-01 Ahmed Zaoui , Clément Dombry

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

The single-layer feedforward neural network with random weights is a recurring motif in the neural networks literature. The advantage of these networks is their simplified training, which reduces to solving a ridge-regression problem. A…

Machine Learning · Computer Science 2025-02-25 M. Andrecut

In recent years, promising statistical modeling approaches to tensor data analysis have been rapidly developed. Traditional multivariate analysis tools, such as multivariate regression and discriminant analysis, are generalized from…

Methodology · Statistics 2023-06-22 Ning Wang , Xin Zhang , Qing Mai

Characterization of local minima draws much attention in theoretical studies of deep learning. In this study, we investigate the distribution of parameters in an over-parametrized finite neural network trained by ridge regularized empirical…

Machine Learning · Computer Science 2021-02-22 Sho Sonoda , Isao Ishikawa , Masahiro Ikeda

We propose a novel data-driven method to learn a mixture of multiple kernels with random features that is certifiabaly robust against adverserial inputs. Specifically, we consider a distributionally robust optimization of the kernel-target…

Machine Learning · Computer Science 2021-04-15 Masoud Badiei Khuzani , Hongyi Ren , Md Tauhidul Islam , Lei Xing

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Modern regression problems often involve high-dimensional data and a careful tuning of the regularization hyperparameters is crucial to avoid overly complex models that may overfit the training data while guaranteeing desirable properties…

Machine Learning · Computer Science 2026-04-08 Maria-Florina Balcan , Saumya Goyal , Dravyansh Sharma

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

The choice of the kernel is critical to the success of many learning algorithms but it is typically left to the user. Instead, the training data can be used to learn the kernel by selecting it out of a given family, such as that of…

Machine Learning · Computer Science 2012-05-14 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

Machine Learning · Statistics 2023-10-20 Xingdong Feng , Xin He , Caixing Wang , Chao Wang , Jingnan Zhang

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…

Machine Learning · Computer Science 2020-07-08 Hui Yuan , Yingyu Liang

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Statistics Theory · Mathematics 2024-04-01 Yanhao Jin , Krishnakumar Balasubramanian , Debashis Paul

Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation…

Machine Learning · Computer Science 2025-04-04 Angus Dempster , Geoffrey I. Webb , Daniel F. Schmidt

We study the problem of learning a distribution from samples, when the underlying distribution is a mixture of product distributions over discrete domains. This problem is motivated by several practical applications such as crowd-sourcing,…

Machine Learning · Statistics 2014-05-20 Prateek Jain , Sewoong Oh