Related papers: Risk Bounds for Unsupervised Cross-Domain Mapping …
While in supervised learning, the validation error is an unbiased estimator of the generalization (test) error and complexity-based generalization bounds are abundant, no such bounds exist for learning a mapping in an unsupervised way. As a…
In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…
In this work, we present a novel upper bound of target error to address the problem for unsupervised domain adaptation. Recent studies reveal that a deep neural network can learn transferable features which generalize well to novel tasks.…
We establish a generic theoretical tool to construct probabilistic bounds for algorithms where the output is a subset of objects from an initial pool of candidates (or more generally, a probability distribution on said pool). This general…
This paper addresses the problem of unsupervised domain adaption from theoretical and algorithmic perspectives. Existing domain adaptation theories naturally imply minimax optimization algorithms, which connect well with the domain…
The marginal likelihood, also known as the evidence, is regarded as a mathematical embodiment of Occam's razor, enabling model selection that avoids overfitting. The evidence lower bound (ELBO) objective from variational inference has also…
How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…
Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…
Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…
Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…
Unsupervised domain adaptation is effective in leveraging the rich information from the source domain to the unsupervised target domain. Though deep learning and adversarial strategy make an important breakthrough in the adaptability of…
In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning.…
In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…
This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…
Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…
Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…
Despite achieving remarkable performance on many image classification tasks, state-of-the-art machine learning (ML) classifiers remain vulnerable to small input perturbations. Especially, the existence of adversarial examples raises…
We discuss the feasibility of the following learning problem: given unmatched samples from two domains and nothing else, learn a mapping between the two, which preserves semantics. Due to the lack of paired samples and without any…
We prove risk bounds for binary classification in high-dimensional settings when the sample size is allowed to be smaller than the dimensionality of the training set observations. In particular, we prove upper bounds for both 'compressive…
Recent domain generalization (DG) approaches typically use the hypothesis learned on source domains for inference on the unseen target domain. However, such a hypothesis can be arbitrarily far from the optimal one for the target domain,…