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Related papers: A Minimax Approach to Supervised Learning

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The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

Machine Learning · Statistics 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable learning and provide out-of-sample generalization by using…

Machine Learning · Statistics 2023-08-21 Santiago Mazuelas , Mauricio Romero , Peter Grünwald

Supervised classification techniques use training samples to find classification rules with small expected 0-1 loss. Conventional methods achieve efficient learning and out-of-sample generalization by minimizing surrogate losses over…

Machine Learning · Statistics 2021-08-12 Santiago Mazuelas , Andrea Zanoni , Aritz Perez

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…

Machine Learning · Statistics 2023-02-24 Jiangshe Zhang , Lizhen Ji , Fei Gao , Mengyao Li

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

Conventional techniques for supervised classification constrain the classification rules considered and use surrogate losses for classification 0-1 loss. Favored families of classification rules are those that enjoy parametric…

Machine Learning · Statistics 2019-06-03 Santiago Mazuelas , Andrea Zanoni , Aritz Perez

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…

Machine Learning · Computer Science 2016-11-08 Akshay Balsubramani , Yoav Freund

In this paper, the worst-case probability measure over the data is introduced as a tool for characterizing the generalization capabilities of machine learning algorithms. More specifically, the worst-case probability measure is a Gibbs…

Machine Learning · Computer Science 2023-12-20 Xinying Zou , Samir M. Perlaza , Iñaki Esnaola , Eitan Altman

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

A commonly used learning rule is to approximately minimize the \emph{average} loss over the training set. Other learning algorithms, such as AdaBoost and hard-SVM, aim at minimizing the \emph{maximal} loss over the training set. The average…

Machine Learning · Computer Science 2016-05-24 Shai Shalev-Shwartz , Yonatan Wexler

We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Alberto Bemporad

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

Machine Learning · Computer Science 2012-07-19 Amir Globerson , Naftali Tishby

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

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Methodology · Statistics 2025-09-17 Roshni Sahoo , Lihua Lei , Stefan Wager

Supervised learning is classically formulated as training a model to minimize a fixed loss function over a fixed distribution, or task. However, an emerging paradigm instead views model training as extracting enough information from data so…

Machine Learning · Computer Science 2025-11-03 Sivaraman Balakrishnan , Nika Haghtalab , Daniel Hsu , Brian Lee , Eric Zhao

Active learning aims to develop label-efficient algorithms by querying the most representative samples to be labeled by a human annotator. Current active learning techniques either rely on model uncertainty to select the most uncertain…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Sayna Ebrahimi , William Gan , Dian Chen , Giscard Biamby , Kamyar Salahi , Michael Laielli , Shizhan Zhu , Trevor Darrell

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…

Machine Learning · Computer Science 2025-11-25 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez
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