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We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

We derive generalization bounds for learning algorithms based on their robustness: the property that if a testing sample is "similar" to a training sample, then the testing error is close to the training error. This provides a novel…

Machine Learning · Computer Science 2015-03-17 Huan Xu , Shie Mannor

In this manuscript, we investigate the problem of how two-layer neural networks learn features from data, and improve over the kernel regime, after being trained with a single gradient descent step. Leveraging the insight from (Ba et al.,…

Machine Learning · Statistics 2024-09-06 Hugo Cui , Luca Pesce , Yatin Dandi , Florent Krzakala , Yue M. Lu , Lenka Zdeborová , Bruno Loureiro

Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…

Machine Learning · Statistics 2019-09-26 Shusen Wang

A large set of signals can sometimes be described sparsely using a dictionary, that is, every element can be represented as a linear combination of few elements from the dictionary. Algorithms for various signal processing applications,…

Machine Learning · Statistics 2013-02-06 Daniel Vainsencher , Shie Mannor , Alfred M. Bruckstein

Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…

Machine Learning · Computer Science 2024-09-23 Ruikai Yang , Fan He , Mingzhen He , Jie Yang , Xiaolin Huang

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…

Machine Learning · Computer Science 2015-03-19 Elad Hazan , Tomer Koren

Learning with Fredholm kernel has attracted increasing attention recently since it can effectively utilize the data information to improve the prediction performance. Despite rapid progress on theoretical and experimental evaluations, its…

Statistics Theory · Mathematics 2016-11-22 Yanfang Tao , Peipei Yuan , Biqin Song

One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…

Machine Learning · Statistics 2015-11-10 Ahmed El Alaoui , Michael W. Mahoney

Feature selection has evolved to be an important step in several machine learning paradigms. In domains like bio-informatics and text classification which involve data of high dimensions, feature selection can help in drastically reducing…

Machine Learning · Computer Science 2019-04-23 Nand Sharma , Prathamesh Verlekar , Rehab Ashary , Sui Zhiquan

The randomized-feature approach has been successfully employed in large-scale kernel approximation and supervised learning. The distribution from which the random features are drawn impacts the number of features required to efficiently…

Machine Learning · Statistics 2017-12-20 Shahin Shahrampour , Ahmad Beirami , Vahid Tarokh

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Machine Learning · Computer Science 2021-10-25 Othmane Mounjid , Charles-Albert Lehalle

We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations $T$ and the…

Machine Learning · Computer Science 2024-04-16 Julien Hendrickx , Alex Olshevsky

Understanding how feature learning affects generalization is among the foremost goals of modern deep learning theory. Here, we study how the ability to learn representations affects the generalization performance of a simple class of…

Machine Learning · Computer Science 2022-06-17 Jacob A. Zavatone-Veth , William L. Tong , Cengiz Pehlevan

We introduce online learning algorithms which are independent of feature scales, proving regret bounds dependent on the ratio of scales existent in the data rather than the absolute scale. This has several useful effects: there is no need…

Machine Learning · Computer Science 2014-08-12 Stephane Ross , Paul Mineiro , John Langford

We introduce online learning algorithms which are independent of feature scales, proving regret bounds dependent on the ratio of scales existent in the data rather than the absolute scale. This has several useful effects: there is no need…

Machine Learning · Computer Science 2013-05-30 Stephane Ross , Paul Mineiro , John Langford

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

We investigate the generalization and optimization properties of shallow neural-network classifiers trained by gradient descent in the interpolating regime. Specifically, in a realizable scenario where model weights can achieve arbitrarily…

Machine Learning · Statistics 2023-03-29 Hossein Taheri , Christos Thrampoulidis

The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…

Machine Learning · Statistics 2025-06-10 Yang Li , Feng Ruan