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This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…

Computer Science and Game Theory · Computer Science 2026-05-14 Huan Peng , Guanpu Chen , Karl Henrik Johansson

Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…

Machine Learning · Statistics 2023-02-14 Anant Raj , Melih Barsbey , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli

We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to $p$-norms, $p \geq 1$. We propose a black-box reduction method that, by employing properties…

Machine Learning · Computer Science 2024-12-23 Simon Vary , David Martínez-Rubio , Patrick Rebeschini

We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving the Cram\'er…

Machine Learning · Statistics 2024-10-31 Ioar Casado , Luis A. Ortega , Aritz Pérez , Andrés R. Masegosa

Stability is one of the most fundamental requirements for systems synthesis. In this paper, we address the stabilization problem for unknown linear systems via policy gradient (PG) methods. We leverage a key feature of PG for Linear…

Optimization and Control · Mathematics 2021-12-20 Feiran Zhao , Xingyun Fu , Keyou You

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

Systems and Control · Electrical Eng. & Systems 2021-11-02 A. R. Tavakolpour-Saleh

This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…

Probability · Mathematics 2024-10-02 Takashi Kamihigashi , John Stachurski

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Bayesian methods, distributionally robust optimization methods, and regularization methods are three pillars of trustworthy machine learning combating distributional uncertainty, e.g., the uncertainty of an empirical distribution compared…

Machine Learning · Computer Science 2024-03-26 Shixiong Wang , Haowei Wang

To assess generalization, machine learning scientists typically either (i) bound the generalization gap and then (after training) plug in the empirical risk to obtain a bound on the true risk; or (ii) validate empirically on holdout data.…

Machine Learning · Computer Science 2021-11-09 Saurabh Garg , Sivaraman Balakrishnan , J. Zico Kolter , Zachary C. Lipton

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

Machine Learning · Computer Science 2021-04-27 Maria-Florina Balcan , Dan DeBlasio , Travis Dick , Carl Kingsford , Tuomas Sandholm , Ellen Vitercik

The Lookahead optimizer enhances deep learning models by employing a dual-weight update mechanism, which has been shown to improve the performance of underlying optimizers such as SGD. However, most theoretical studies focus on its…

Machine Learning · Computer Science 2025-09-22 Kangcheng Li , Yunwen Lei

Credit attribution is crucial across various fields. In academic research, proper citation acknowledges prior work and establishes original contributions. Similarly, in generative models, such as those trained on existing artworks or music,…

Machine Learning · Computer Science 2024-11-01 Roi Livni , Shay Moran , Kobbi Nissim , Chirag Pabbaraju

%!TEX root = LCSS_main_max.tex The widespread adoption of nonlinear Receding Horizon Control (RHC) strategies by industry has led to more than 30 years of intense research efforts to provide stability guarantees for these methods. However,…

Optimization and Control · Mathematics 2024-01-29 Tyler Westenbroek , Max Simchowitz , Michael I. Jordan , S. Shankar Sastry

Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop a novel framework…

Machine Learning · Computer Science 2022-11-09 Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabás Póczos

We show that the average stability notion introduced by \cite{kearns1999algorithmic, bousquet2002stability} is invariant to data preconditioning, for a wide class of generalized linear models that includes most of the known exp-concave…

Machine Learning · Computer Science 2017-04-18 Alon Gonen , Shai Shalev-Shwartz

Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…

Numerical Analysis · Mathematics 2024-07-02 Bilel Bensaid , Gaël Poëtte , Rodolphe Turpault

We illustrate how to extend the concept of structural stability through applying it to the front propagation speed selection problem. This consideration leads us to a renormalization group study of the problem. The study illustrates two…

Condensed Matter · Physics 2009-10-22 Lin-Yuan Chen , Nigel Goldenfeld , Y. Oono , Glenn Paquette

We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…

Machine Learning · Computer Science 2017-11-28 Jacob Steinhardt , Moses Charikar , Gregory Valiant

This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…

Optimization and Control · Mathematics 2020-09-04 Daniel Reem , Simeon Reich , Alvaro De Pierro
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