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In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in…

Machine Learning · Statistics 2022-09-20 Sejun Park , Umut Şimşekli , Murat A. Erdogdu

A common way to estimate an unknown convex regression function $f_0: \Omega \subset \mathbb{R}^d \rightarrow \mathbb{R}$ from a set of $n$ noisy observations is to fit a convex function that minimizes the sum of squared errors. However,…

Machine Learning · Statistics 2025-09-25 Eunji Lim

Consider the task of locating an unknown target point using approximate distance queries: in each round, a reconstructor selects a query point and receives a noisy version of its distance to the target. This problem arises naturally in…

Machine Learning · Computer Science 2025-11-11 Shay Moran , Elizaveta Nesterova

We introduce in this study an algorithm for the imaging of faults and of slip fields on those faults. The physics of this problem are modeled using the equations of linear elasticity. We define a regularized functional to be minimized for…

Analysis of PDEs · Mathematics 2018-03-21 Darko Volkov , Joan Calafell Sandiumenge

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term;…

Machine Learning · Computer Science 2026-05-06 Dan Tsir Cohen , Aryeh Kontorovich

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…

Statistics Theory · Mathematics 2012-11-16 Victor-Emmanuel Brunel

We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…

Machine Learning · Statistics 2019-04-01 Sohail Bahmani

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

Machine Learning · Statistics 2017-01-31 Jesse H. Krijthe , Marco Loog

We study the diversity of the features learned by a two-layer neural network trained with the least squares loss. We measure the diversity by the average $L_2$-distance between the hidden-layer features and theoretically investigate how…

Machine Learning · Computer Science 2023-06-14 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Moncef Gabbouj

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Machine Learning · Computer Science 2018-05-22 Yi Xu , Shenghuo Zhu , Sen Yang , Chi Zhang , Rong Jin , Tianbao Yang

We propose a non-asymptotic convergence analysis of a two-step approach to learn a conditional value-at-risk (VaR) and a conditional expected shortfall (ES) using Rademacher bounds, in a non-parametric setup allowing for heavy-tails on the…

Computational Finance · Quantitative Finance 2024-09-20 D Barrera , S Crépey , E Gobet , Hoang-Dung Nguyen , B Saadeddine

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

We investigate approximation guarantees provided by logistic regression for the fundamental problem of agnostic learning of homogeneous halfspaces. Previously, for a certain broad class of "well-behaved" distributions on the examples,…

Machine Learning · Computer Science 2022-02-01 Ziwei Ji , Kwangjun Ahn , Pranjal Awasthi , Satyen Kale , Stefani Karp

We study the excess capacity of deep networks in the context of supervised classification. That is, given a capacity measure of the underlying hypothesis class - in our case, empirical Rademacher complexity - to what extent can we (a…

Machine Learning · Computer Science 2023-01-20 Florian Graf , Sebastian Zeng , Bastian Rieck , Marc Niethammer , Roland Kwitt

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…

Machine Learning · Computer Science 2018-02-21 Louis Faury , Flavian Vasile

We study the problem of estimating a multivariate convex function defined on a convex body in a regression setting with random design. We are interested in optimal rates of convergence under a squared global continuous $l_2$ loss in the…

Statistics Theory · Mathematics 2016-01-27 Qiyang Han , Jon A. Wellner

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

In this paper, we consider a non-convex loss-minimization problem of learning Supervised PageRank models, which can account for some properties not considered by classical approaches such as the classical PageRank model. We propose…

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis