Related papers: A vector-contraction inequality for Rademacher com…
Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities" extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various…
The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
Let E be a separable (or the dual of a separable) symmetric function space, let M be a semifinite von Neumann algebra and let E(M) be the associated noncommutative function space. Let $(\epsilon_k)_k$ be a Rademacher sequence, on some…
We propose a novel approach to the analysis of covariance operators making use of concentration inequalities. First, non-asymptotic confidence sets are constructed for such operators. Then, subsequent applications including a k sample test…
The concept of convex compactness, weaker than the classical notion of compactness, is introduced and discussed. It is shown that a large class of convex subsets of topological vector spaces shares this property and that is can be used in…
We propose new bounds on the error of learning algorithms in terms of a data-dependent notion of complexity. The estimates we establish give optimal rates and are based on a local and empirical version of Rademacher averages, in the sense…
We show that the Rademacher complexity of any $\mathbb{R}^{K}$-valued function class composed with an $\ell_{\infty}$-Lipschitz function is bounded by the maximum Rademacher complexity of the restriction of the function class along each…
We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…
Rademacher theorem asserts that Lipschitz continuous functions between Euclidean spaces are differentiable almost everywhere. In this work we extend this result to set-valued maps using an adequate notion of set-valued differentiability…
We investigate 1) the rate at which refined properties of the empirical risk---in particular, gradients---converge to their population counterparts in standard non-convex learning tasks, and 2) the consequences of this convergence for…
Recently, contrastive learning has found impressive success in advancing the state of the art in solving various machine learning tasks. However, the existing generalization analysis is very limited or even not meaningful. In particular,…
Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
A version of the Hodge-Riemann relations for valuations was recently conjectured and proved in several special cases by the first-named author. The Lefschetz operator considered there arises as either the product or the convolution with the…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
Statistical learning theory provides bounds of the generalization gap, using in particular the Vapnik-Chervonenkis dimension and the Rademacher complexity. An alternative approach, mainly studied in the statistical physics literature, is…
We study Lispchitz solutions of partial differential relations $\nabla u\in K$, where $u$ is a vector-valued function in an open subset of $R^n$. In some cases the set of solutions turns out to be surprisingly large. The general theory is…
We mainly establish a monotonicity property between some special Riemann sums of a convex function $f$ on $[a,b]$, which in particular yields that $\frac{b-a}{n+1}\sum_{i=0}^n f\left(a+i\frac{b-a}{n}\right)$ is decreasing while…