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Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

Computational Complexity · Computer Science 2017-04-11 Arturs Backurs , Piotr Indyk , Ludwig Schmidt

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

Empirical risk minimization (ERM) is typically designed to perform well on the average loss, which can result in estimators that are sensitive to outliers, generalize poorly, or treat subgroups unfairly. While many methods aim to address…

Machine Learning · Computer Science 2021-03-18 Tian Li , Ahmad Beirami , Maziar Sanjabi , Virginia Smith

Unsupervised anomaly detection (AD) is a challenging task in realistic applications. Recently, there is an increasing trend to detect anomalies with deep neural networks (DNN). However, most popular deep AD detectors cannot protect the…

Machine Learning · Computer Science 2022-05-31 Shaoshen Wang , Yanbin Liu , Ling Chen , Chengqi Zhang

Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as…

Machine Learning · Statistics 2021-06-04 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

The $\ell_0$-constrained empirical risk minimization ($\ell_0$-ERM) is a promising tool for high-dimensional statistical estimation. The existing analysis of $\ell_0$-ERM estimator is mostly on parameter estimation and support recovery…

Statistics Theory · Mathematics 2020-01-22 Xiao-Tong Yuan , Ping Li

The field of Machine Learning has changed significantly since the 1970s. However, its most basic principle, Empirical Risk Minimization (ERM), remains unchanged. We propose Functional Risk Minimization~(FRM), a general framework where…

AI systems increasingly shape critical decisions across personal and societal domains. While empirical risk minimization (ERM) drives much of the AI success, it typically prioritizes accuracy over trustworthiness, often resulting in biases,…

Artificial Intelligence · Computer Science 2024-11-07 Diana Pfau , Alexander Jung

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

Statistics Theory · Mathematics 2016-08-14 Pascal Massart , Élodie Nédélec

Machine learning models (e.g., speech recognizers) are usually trained to minimize average loss, which results in representation disparity---minority groups (e.g., non-native speakers) contribute less to the training objective and thus tend…

Machine Learning · Statistics 2018-08-01 Tatsunori B. Hashimoto , Megha Srivastava , Hongseok Namkoong , Percy Liang

The successful application of machine learning (ML) methods becomes increasingly dependent on their interpretability or explainability. Designing explainable ML systems is instrumental to ensuring transparency of automated decision-making…

Machine Learning · Computer Science 2022-07-04 L. Zhang , G. Karakasidis , A. Odnoblyudova , L. Dogruel , A. Jung

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure. This…

Machine Learning · Computer Science 2022-11-15 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

Networked data, in which every training example involves two objects and may share some common objects with others, is used in many machine learning tasks such as learning to rank and link prediction. A challenge of learning from networked…

Machine Learning · Computer Science 2017-11-23 Yuanhong Wang , Yuyi Wang , Xingwu Liu , Juhua Pu

In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…

Machine Learning · Statistics 2024-02-26 Adam Block , Alexander Rakhlin , Abhishek Shetty

Empirical Risk Minimization (ERM) is a foundational framework for supervised learning but primarily optimizes average-case performance, often neglecting fairness and robustness considerations. Tilted Empirical Risk Minimization (TERM)…

Machine Learning · Statistics 2025-09-19 Yigit E. Yildirim , Samet Demir , Zafer Dogan

Invariant risk minimization (IRM) (Arjovsky et al., 2019) is a recently proposed framework designed for learning predictors that are invariant to spurious correlations across different training environments. Yet, despite its theoretical…

Machine Learning · Statistics 2020-07-07 Yo Joong Choe , Jiyeon Ham , Kyubyong Park

This paper advocates a new paradigm Personalized Empirical Risk Minimization (PERM) to facilitate learning from heterogeneous data sources without imposing stringent constraints on computational resources shared by participating devices. In…

Machine Learning · Computer Science 2023-10-30 Yuyang Deng , Mohammad Mahdi Kamani , Pouria Mahdavinia , Mehrdad Mahdavi

We study the high-dimensional asymptotics of empirical risk minimization (ERM) in over-parametrized two-layer neural networks with quadratic activations trained on synthetic data. We derive sharp asymptotics for both training and test…

Machine Learning · Statistics 2026-02-03 Vittorio Erba , Emanuele Troiani , Lenka Zdeborová , Florent Krzakala

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri
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