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We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

We study classification problems using binary estimators where the decision boundary is described by horizon functions and where the data distribution satisfies a geometric margin condition. A key novelty of our work is the derivation of…

Machine Learning · Statistics 2026-03-16 Jonathan García , Philipp Petersen

We introduce a constrained optimization framework for training transformers that behave like optimization descent algorithms. Specifically, we enforce layerwise descent constraints on the objective function and replace standard empirical…

Machine Learning · Computer Science 2026-01-27 Javier Porras-Valenzuela , Samar Hadou , Alejandro Ribeiro

Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear expectation, we consider a linear regression model where the…

Statistics Theory · Mathematics 2026-04-28 Xifeng Li , Shuzhen Yang

A matrix $M: A \times X \rightarrow \{-1,1\}$ corresponds to the following learning problem: An unknown element $x \in X$ is chosen uniformly at random. A learner tries to learn $x$ from a stream of samples, $(a_1, b_1), (a_2, b_2) \ldots$,…

Machine Learning · Computer Science 2017-08-10 Sumegha Garg , Ran Raz , Avishay Tal

Structured prediction can be considered as a generalization of many standard supervised learning tasks, and is usually thought as a simultaneous prediction of multiple labels. One standard approach is to maximize a score function on the…

Machine Learning · Computer Science 2021-02-19 Kevin Bello , Asish Ghoshal , Jean Honorio

Orthogonal statistical learning and double machine learning have emerged as general frameworks for two-stage statistical prediction in the presence of a nuisance component. We establish non-asymptotic bounds on the excess risk of orthogonal…

Machine Learning · Statistics 2022-06-22 Lang Liu , Carlos Cinelli , Zaid Harchaoui

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

In this paper, our aim is to analyse the generalization capabilities of first-order methods for statistical learning in multiple, different yet related, scenarios including supervised learning, transfer learning, robust learning and…

Machine Learning · Computer Science 2024-07-02 Kevin Scaman , Mathieu Even , Batiste Le Bars , Laurent Massoulié

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

Empirical Risk Minimization (ERM) is a standard technique in machine learning, where a model is selected by minimizing a loss function over constraint set. When the training dataset consists of private information, it is natural to use a…

Machine Learning · Computer Science 2016-11-22 Kunal Talwar , Abhradeep Thakurta , Li Zhang

Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…

Machine Learning · Statistics 2024-11-20 Ayoub El Hanchi , Chris J. Maddison , Murat A. Erdogdu

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the…

Information Theory · Computer Science 2024-08-09 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

Machine learning techniques are used to predict theoretical constraints such as unitarity and boundedness from below in extensions of the Standard Model. This approach has proven effective for models incorporating additional SU(2) scalar…

High Energy Physics - Phenomenology · Physics 2025-12-19 Darius Jurčiukonis

Networked data, in which every training example involves two objects and may share some common objects with others, is used in many machine learning tasks such as learning to rank and link prediction. A challenge of learning from networked…

Machine Learning · Computer Science 2017-11-23 Yuanhong Wang , Yuyi Wang , Xingwu Liu , Juhua Pu

Machine learning models trained on uncurated datasets can often end up adversely affecting inputs belonging to underrepresented groups. To address this issue, we consider the problem of adaptively constructing training sets which allow us…

Machine Learning · Computer Science 2021-07-21 Shubhanshu Shekhar , Greg Fields , Mohammad Ghavamzadeh , Tara Javidi

Neural networks have been successfully used for classification tasks in a rapidly growing number of practical applications. Despite their popularity and widespread use, there are still many aspects of training and classification that are…

Machine Learning · Computer Science 2016-05-03 Ewout van den Berg

We study the problem of excess risk evaluation for empirical risk minimization (ERM) under convex losses. We show that by leveraging the idea of wild refitting, one can upper bound the excess risk through the so-called "wild optimism,"…

Machine Learning · Computer Science 2026-03-26 Haichen Hu , David Simchi-Levi

In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…

Machine Learning · Statistics 2024-02-26 Adam Block , Alexander Rakhlin , Abhishek Shetty