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We analyze the convergence of the averaged stochastic gradient descent for overparameterized two-layer neural networks for regression problems. It was recently found that a neural tangent kernel (NTK) plays an important role in showing the…

Machine Learning · Statistics 2021-06-14 Atsushi Nitanda , Taiji Suzuki

Labeling cost is often expensive and is a fundamental limitation of supervised learning. In this paper, we study importance labeling problem, in which we are given many unlabeled data and select a limited number of data to be labeled from…

Machine Learning · Computer Science 2021-04-13 Tomoya Murata , Taiji Suzuki

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

This paper extends a conventional, general framework for online adaptive estimation problems for systems governed by unknown nonlinear ordinary differential equations. The central feature of the theory introduced in this paper represents…

Systems and Control · Computer Science 2017-07-11 Parag Bobade , Suprotim Majumdar , Savio Pereira , Andrew J. Kurdila , John B. Ferris

Pairwise learning usually refers to a learning task which involves a loss function depending on pairs of examples, among which most notable ones include ranking, metric learning and AUC maximization. In this paper, we study an online…

Machine Learning · Statistics 2015-02-26 Yiming Ying , Ding-Xuan Zhou

In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_{\sigma}$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_{\sigma}$ involving a scaling parameter…

Machine Learning · Statistics 2023-04-21 Zheng-Chu Guo , Andreas Christmann , Lei Shi

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

A vast literature on convergence guarantees for gradient descent and derived methods exists at the moment. However, a simple practical situation remains unexplored: when a fixed step size is used, can we expect gradient descent to converge…

Machine Learning · Computer Science 2024-12-10 Alexandru Crăciun , Debarghya Ghoshdastidar

We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…

Machine Learning · Computer Science 2010-02-26 Matthew Streeter , H. Brendan McMahan

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate…

Optimization and Control · Mathematics 2019-10-29 Jacob Abernethy , Kevin A. Lai , Andre Wibisono

We present a novel diffusion scheme for online kernel-based learning over networks. So far, a major drawback of any online learning algorithm, operating in a reproducing kernel Hilbert space (RKHS), is the need for updating a growing number…

Machine Learning · Computer Science 2018-03-14 Pantelis Bouboulis , Symeon Chouvardas , Sergios Theodoridis

We present a new perspective on online learning that we refer to as gradient equilibrium: a sequence of iterates achieves gradient equilibrium if the average of gradients of losses along the sequence converges to zero. In general, this…

Machine Learning · Computer Science 2025-02-19 Anastasios N. Angelopoulos , Michael I. Jordan , Ryan J. Tibshirani

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

Recent works have shown that on sufficiently over-parametrized neural nets, gradient descent with relatively large initialization optimizes a prediction function in the RKHS of the Neural Tangent Kernel (NTK). This analysis leads to global…

Machine Learning · Statistics 2020-04-28 Colin Wei , Jason D. Lee , Qiang Liu , Tengyu Ma

When an online learning algorithm is used to estimate the unknown parameters of a model, the signals interacting with the parameter estimates should not decay too quickly for the optimal values to be discovered correctly. This requirement…

Machine Learning · Computer Science 2019-11-05 Kamil Nar , S. Shankar Sastry

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…

Machine Learning · Statistics 2019-05-15 Alberto Bietti , Grégoire Mialon , Dexiong Chen , Julien Mairal