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We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input…

Machine Learning · Statistics 2010-07-06 Jean-Yves Audibert , Olivier Catoni

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under…

Machine Learning · Statistics 2026-03-04 Lars van der Laan

A wide range of machine learning applications such as privacy-preserving learning, algorithmic fairness, and domain adaptation/generalization among others, involve learning invariant representations of the data that aim to achieve two…

Machine Learning · Computer Science 2022-11-24 Han Zhao , Chen Dan , Bryon Aragam , Tommi S. Jaakkola , Geoffrey J. Gordon , Pradeep Ravikumar

In multi-task learning (MTL) with each task involving graph-dependent data, existing generalization analyses yield a \emph{sub-optimal} risk bound of $O(\frac{1}{\sqrt{n}})$, where $n$ is the number of training samples of each task.…

Machine Learning · Computer Science 2025-05-22 Xiao Shao , Guoqiang Wu

In this paper we obtain several informative error bounds on function approximation for the policy evaluation algorithm proposed by Basu et al. when the aim is to find the risk-sensitive cost represented using exponential utility. The main…

Machine Learning · Computer Science 2019-10-23 Prasenjit Karmakar , Shalabh Bhatnagar

A crucial aspect in reliable machine learning is to design a deployable system in generalizing new related but unobserved environments. Domain generalization aims to alleviate such a prediction gap between the observed and unseen…

Machine Learning · Computer Science 2021-06-01 Changjian Shui , Boyu Wang , Christian Gagné

The quintessential learning algorithm of empirical risk minimization (ERM) is known to fail in various settings for which uniform convergence does not characterize learning. It is therefore unsurprising that the practice of machine learning…

Machine Learning · Computer Science 2024-06-26 Julian Asilis , Siddartha Devic , Shaddin Dughmi , Vatsal Sharan , Shang-Hua Teng

Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and…

Artificial Intelligence · Computer Science 2020-12-25 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

An earlier introduced characterization of nonuniform learnability that allows the sample size to depend on the hypothesis to which the learner is compared has been redefined using the measure theoretic approach. Where nonuniform…

Machine Learning · Computer Science 2020-11-03 Ankit Bandyopadhyay

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

One of the most surprising and exciting discoveries in supervised learning was the benefit of overparameterization (i.e. training a very large model) to improving the optimization landscape of a problem, with minimal effect on statistical…

Machine Learning · Statistics 2020-07-17 Rares-Darius Buhai , Yoni Halpern , Yoon Kim , Andrej Risteski , David Sontag

Neural network sparsification is a promising avenue to save computational time and memory costs, especially in an age where many successful AI models are becoming too large to na\"ively deploy on consumer hardware. While much work has…

Machine Learning · Computer Science 2024-11-06 Rayen Dhahri , Alexander Immer , Betrand Charpentier , Stephan Günnemann , Vincent Fortuin

We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

Machine Learning · Computer Science 2013-05-17 Tor Lattimore , Marcus Hutter

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

A fundamental problem in modern supervised learning is computing reliable conditional prediction intervals in high-dimensional settings: existing methods often rely on restrictive modelling assumptions, do not scale as predictor dimension…

Machine Learning · Statistics 2026-02-24 Daniel Salnikov , Dan Leonte , Kevin Michalewicz

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

Domain alignment (DA) has been widely used in unsupervised domain adaptation. Many existing DA methods assume that a low source risk, together with the alignment of distributions of source and target, means a low target risk. In this paper,…

Machine Learning · Computer Science 2020-06-12 Yueming Yin , Zhen Yang , Haifeng Hu , Xiaofu Wu

We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate…

Machine Learning · Statistics 2019-11-25 Xiuyuan Lu , Benjamin Van Roy