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Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one…

Machine Learning · Computer Science 2025-03-18 Aldo Pacchiano

We introduce an original method of multidimensional ridge penalization in functional local linear regressions. The nonparametric regression of functional data is extended from its multivariate counterpart, and is known to be sensitive to…

Methodology · Statistics 2021-09-20 Wentian Huang , David Ruppert

The design of a neural network is usually carried out by defining the number of layers, the number of neurons per layer, their connections or synapses, and the activation function that they will execute. The training process tries to…

Neural and Evolutionary Computing · Computer Science 2022-07-01 Juan Heredia-Juesas , José Á. Martínez-Lorenzo

A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…

Statistics Theory · Mathematics 2011-05-17 T. Tony Cai , Mark G. Low

In this paper, we derive minimax rates for estimating both parametric and nonparametric components in partially linear additive models with high dimensional sparse vectors and smooth functional components. The minimax lower bound for…

Statistics Theory · Mathematics 2018-01-16 Zhuqing Yu , Michael Levine , Guang Cheng

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

Given a multiplicative function $f$, we let $S(x,f)=\sum_{n\leq x}f(n)$ be the associated partial sum. In this note, we show that lower bounds on partial sums of divisor-bounded functions result in lower bounds on the partial sums…

Number Theory · Mathematics 2024-05-02 Claire Frechette , Mathilde Gerbelli-Gauthier , Alia Hamieh , Naomi Tanabe

We study the implicit regularization of mini-batch stochastic gradient descent, when applied to the fundamental problem of least squares regression. We leverage a continuous-time stochastic differential equation having the same moments as…

Machine Learning · Statistics 2020-06-23 Alnur Ali , Edgar Dobriban , Ryan J. Tibshirani

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…

Numerical Analysis · Mathematics 2017-06-22 Aicke Hinrichs , Erich Novak , Mario Ullrich , Henryk Wozniakowski

Computing rational minimax approximations can be very challenging when there are singularities on or near the interval of approximation - precisely the case where rational functions outperform polynomials by a landslide. We show that far…

Numerical Analysis · Mathematics 2018-05-14 Silviu-Ioan Filip , Yuji Nakatsukasa , Lloyd N. Trefethen , Bernhard Beckermann

A ridge is a function that is characterized by a one-dimensional profile (activation) and a multidimensional direction vector. Ridges appear in the theory of neural networks as functional descriptors of the effect of a neuron, with the…

Functional Analysis · Mathematics 2022-03-08 Michael Unser

The choice of activation function can significantly influence the performance of neural networks. The lack of guiding principles for the selection of activation function is lamentable. We try to address this issue by introducing our…

Machine Learning · Computer Science 2018-10-16 Yiwei Li , Enzhi Li

The recent success of neural networks in pattern recognition and classification problems suggests that neural networks possess qualities distinct from other more classical classifiers such as SVMs or boosting classifiers. This paper studies…

Machine Learning · Statistics 2023-09-27 Hyunouk Ko , Namjoon Suh , Xiaoming Huo

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary…

Machine Learning · Statistics 2013-06-03 Paramveer S. Dhillon , Dean P. Foster , Sham M. Kakade , Lyle H. Ungar

We propose an abstract framework for analyzing the convergence of least-squares methods based on residual minimization when feasible solutions are neural networks. With the norm relations and compactness arguments, we derive error estimates…

Numerical Analysis · Mathematics 2023-10-04 Yeonjong Shin , Zhongqiang Zhang , George Em Karniadakis

We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimators, when fitted with…

Statistics Theory · Mathematics 2023-10-19 Pratik Patil , Jin-Hong Du

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

Designing effective neural networks requires tuning architectural elements. This study integrates fractional calculus into neural networks by introducing fractional order derivatives (FDO) as tunable parameters in activation functions,…

Machine Learning · Computer Science 2025-01-13 Zahra Alijani , Vojtech Molek

We study the problem of estimating the joint probability mass function (pmf) over two random variables. In particular, the estimation is based on the observation of $m$ samples containing both variables and $n$ samples missing one fixed…

Statistics Theory · Mathematics 2024-05-16 Hasan Sabri Melihcan Erol , Lizhong Zheng