English
Related papers

Related papers: Fast learning rates with heavy-tailed losses

200 papers

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

We consider a priori generalization bounds developed in terms of cross-validation estimates and the stability of learners. In particular, we first derive an exponential Efron-Stein type tail inequality for the concentration of a general…

Machine Learning · Statistics 2017-06-20 Karim Abou-Moustafa , Csaba Szepesvari

Empirical evidence suggests that hashing is an effective strategy for dimensionality reduction and practical nonparametric estimation. In this paper we provide exponential tail bounds for feature hashing and show that the interaction…

Artificial Intelligence · Computer Science 2010-02-27 Kilian Weinberger , Anirban Dasgupta , Josh Attenberg , John Langford , Alex Smola

In class-incremental learning, a learning agent faces a stream of data with the goal of learning new classes while not forgetting previous ones. Neural networks are known to suffer under this setting, as they forget previously acquired…

Machine Learning · Computer Science 2023-08-08 Federico Pernici , Matteo Bruni , Claudio Baecchi , Francesco Turchini , Alberto Del Bimbo

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

Unraveling the reasons behind the remarkable success and exceptional generalization capabilities of deep neural networks presents a formidable challenge. Recent insights from random matrix theory, specifically those concerning the spectral…

Machine Learning · Statistics 2023-04-10 Xuanzhe Xiao , Zeng Li , Chuanlong Xie , Fengwei Zhou

The presence of label noise often misleads the training of deep neural networks. Departing from the recent literature which largely assumes the label noise rate is only determined by the true label class, the errors in human-annotated…

Machine Learning · Computer Science 2021-03-31 Zhaowei Zhu , Tongliang Liu , Yang Liu

Recent empirical advances show that training deep models with large learning rate often improves generalization performance. However, theoretical justifications on the benefits of large learning rate are highly limited, due to challenges in…

Machine Learning · Computer Science 2022-03-01 Yuqing Wang , Minshuo Chen , Tuo Zhao , Molei Tao

We consider the problem of learning an unknown product distribution $X$ over $\{0,1\}^n$ using samples $f(X)$ where $f$ is a \emph{known} transformation function. Each choice of a transformation function $f$ specifies a learning problem in…

Machine Learning · Computer Science 2011-03-04 Constantinos Daskalakis , Ilias Diakonikolas , Rocco A. Servedio

In this paper we obtain Berry-Esse\'en bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein-Uhlenbeck processes. Our rates…

Probability · Mathematics 2019-04-15 Andreas Basse-O'Connor , Mark Podolskij , Christoph Thäle

In class-incremental learning, the objective is to learn a number of classes sequentially without having access to the whole training data. However, due to a problem known as catastrophic forgetting, neural networks suffer substantial…

Machine Learning · Computer Science 2021-06-01 Sobirdzhon Bobiev , Adil Khan , Syed Muhammad Ahsan Raza Kazmi

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

We study learning problems involving arbitrary classes of functions $F$, distributions $X$ and targets $Y$. Because proper learning procedures, i.e., procedures that are only allowed to select functions in $F$, tend to perform poorly unless…

Machine Learning · Statistics 2018-04-17 Shahar Mendelson

Efficient Federated learning (FL) is crucial for training deep networks over devices with limited compute resources and bounded networks. With the advent of big data, devices either generate or collect multimodal data to train either…

Machine Learning · Computer Science 2025-09-16 Sahil Tyagi

A long-standing issue with deep learning is the need for large and consistently labeled datasets. Although the current research in semi-supervised learning can decrease the required amount of annotated data by a factor of 10 or even more,…

Computer Vision and Pattern Recognition · Computer Science 2021-10-20 Lars Schmarje , Johannes Brünger , Monty Santarossa , Simon-Martin Schröder , Rainer Kiko , Reinhard Koch

We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as…

Machine Learning · Statistics 2013-06-05 Bernhard Schölkopf , Dominik Janzing , Jonas Peters , Kun Zhang

In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…

Statistics Theory · Mathematics 2018-12-20 Jingjing Zou , Richard A. Davis , Gennady Samorodnitsky

Deep long-tailed learning, one of the most challenging problems in visual recognition, aims to train well-performing deep models from a large number of images that follow a long-tailed class distribution. In the last decade, deep learning…

Computer Vision and Pattern Recognition · Computer Science 2023-04-18 Yifan Zhang , Bingyi Kang , Bryan Hooi , Shuicheng Yan , Jiashi Feng

We consider the problem of learning a loss function which, when minimized over a training dataset, yields a model that approximately minimizes a validation error metric. Though learning an optimal loss function is NP-hard, we present an…

Machine Learning · Computer Science 2019-07-02 Matthew Streeter

We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato