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We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

We present and analyze a momentum-based gradient method for training linear classifiers with an exponentially-tailed loss (e.g., the exponential or logistic loss), which maximizes the classification margin on separable data at a rate of…

Machine Learning · Computer Science 2021-08-24 Ziwei Ji , Nathan Srebro , Matus Telgarsky

The support vector machine (SVM) is a well-established classification method whose name refers to the particular training examples, called support vectors, that determine the maximum margin separating hyperplane. The SVM classifier is known…

Statistics Theory · Mathematics 2022-06-15 Daniel Hsu , Vidya Muthukumar , Ji Xu

We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our training scheme does not require data-driven parameter…

Machine Learning · Computer Science 2021-07-05 Alexander Gepperth , Benedikt Pfülb

This paper deals with an extension of the Support Vector Machine (SVM) for classification problems where, in addition to maximize the margin, i.e., the width of strip defined by the two supporting hyperplanes, the minimum of the ordered…

Optimization and Control · Mathematics 2021-07-15 Alfredo Marín , Luisa I. Martínez-Merino , Justo Puerto , Antonio M. Rodríguez-Chía

Optimal margin Distribution Machine (ODM) is a newly proposed statistical learning framework rooting in the novel margin theory, which demonstrates better generalization performance than the traditional large margin based counterparts.…

Machine Learning · Computer Science 2023-06-13 Yilin Wang , Nan Cao , Teng Zhang , Xuanhua Shi , Hai Jin

In recent years, pattern analysis plays an important role in data mining and recognition, and many variants have been proposed to handle complicated scenarios. In the literature, it has been quite familiar with high dimensionality of data…

Machine Learning · Computer Science 2018-11-09 Miao Cheng , Zunren Liu , Hongwei Zou , Ah Chung Tsoi

We propose two generic methods for improving semi-supervised learning (SSL). The first integrates weight perturbation (WP) into existing "consistency regularization" (CR) based methods. We implement WP by leveraging variational Bayesian…

Machine Learning · Computer Science 2021-03-22 Kien Do , Truyen Tran , Svetha Venkatesh

High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…

Machine Learning · Statistics 2023-06-13 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

Class imbalance is one of the challenging problems for machine learning in many real-world applications, such as coal and gas burst accident monitoring: the burst premonition data is extreme smaller than the normal data, however, which is…

Machine Learning · Computer Science 2017-02-07 Qiuyan Yan , Shixiong Xia , Fanrong Meng

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

In an increasing number of applications, it is of interest to recover an approximately low-rank data matrix from noisy observations. This paper develops an unbiased risk estimate---holding in a Gaussian model---for any spectral estimator…

Statistics Theory · Mathematics 2015-06-11 Emmanuel J. Candes , Carlos A. Sing-Long , Joshua D. Trzasko

In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…

Optimization and Control · Mathematics 2015-05-29 Mohammadreza Chamanbaz , Fabrizio Dabbene , Roberto Tempo , Venkatakrishnan Venkataramanan , Qing-Guo Wang

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…

Machine Learning · Computer Science 2023-05-09 Farhad Farokhi , Alex S. Leong , Mohammad Zamani , Iman Shames

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

Machine Learning · Computer Science 2023-06-07 Alexander Lin , Bahareh Tolooshams , Yves Atchadé , Demba Ba

Support vector machine is an important and fundamental technique in machine learning. Soft-margin SVM models have stronger generalization performance compared with the hard-margin SVM. Most existing works use the hinge-loss function which…

Optimization and Control · Mathematics 2021-05-18 Lu Sitong , Li Qinana

We study the problem of machine unlearning and identify a notion of algorithmic stability, Total Variation (TV) stability, which we argue, is suitable for the goal of exact unlearning. For convex risk minimization problems, we design…

Machine Learning · Computer Science 2021-03-01 Enayat Ullah , Tung Mai , Anup Rao , Ryan Rossi , Raman Arora

Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…

Optimization and Control · Mathematics 2024-12-20 Veronica Piccialli , Jan Schwiddessen , Antonio M. Sudoso
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