English
Related papers

Related papers: Approximate Leave-One-Out for High-Dimensional Non…

200 papers

The paper presents a robust parameter learning methodology for identification of nonlinear dynamical system from data while satisfying safety and stability constraints in the context of learning from demonstration (LfD) methods. Extreme…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Iman Salehi , Ghananeel Rotithor , Ashwin P. Dani

We study high-probability convergence in online learning, in the presence of heavy-tailed noise. To combat the heavy tails, a general framework of nonlinear SGD methods is considered, subsuming several popular nonlinearities like sign,…

Machine Learning · Computer Science 2025-03-24 Aleksandar Armacki , Shuhua Yu , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

We study learning to learn for regression problems through the lens of hyperparameter tuning. We propose the Langevin Gradient Descent Algorithm (LGD), which approximates the mean of the posterior distribution defined by the loss function…

Machine Learning · Computer Science 2026-04-16 Saumya Goyal , Rohith Rongali , Ritabrata Ray , Barnabás Póczos

We study convex relaxations of the image labeling problem on a continuous domain with regularizers based on metric interaction potentials. The generic framework ensures existence of minimizers and covers a wide range of relaxations of the…

Computer Vision and Pattern Recognition · Computer Science 2011-03-02 Jan Lellmann , Christoph Schnörr

We provide several algorithms for constrained optimization of a large class of convex problems, including softmax, $\ell_p$ regression, and logistic regression. Central to our approach is the notion of width reduction, a technique which has…

Optimization and Control · Mathematics 2021-07-07 Deeksha Adil , Brian Bullins , Sushant Sachdeva

This paper presents regularity results and associated high-order numerical methods for one-dimensional Fractional-Laplacian boundary-value problems. On the basis of a factorization of solutions as a product of a certain edge-singular weight…

Numerical Analysis · Mathematics 2017-05-09 Gabriel Acosta , Juan Pablo Borthagaray , Oscar Bruno , Martín Maas

Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…

Methodology · Statistics 2025-11-07 Sumito Kurata , Kei Hirose

In model-based reinforcement learning, most algorithms rely on simulating trajectories from one-step models of the dynamics learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as the…

Machine Learning · Computer Science 2024-02-06 Abdelhakim Benechehab , Albert Thomas , Giuseppe Paolo , Maurizio Filippone , Balázs Kégl

The classification problem is a significant topic in machine learning which aims to teach machines how to group together data by particular criteria. In this paper, a framework for the ensemble learning (EL) method based on group decision…

Machine Learning · Computer Science 2021-05-12 Jingyi He , Xiaojun Zhou , Rundong Zhang , Chunhua Yang

Stochastic convex optimization is one of the most well-studied models for learning in modern machine learning. Nevertheless, a central fundamental question in this setup remained unresolved: "How many data points must be observed so that…

Machine Learning · Computer Science 2023-11-10 Daniel Carmon , Roi Livni , Amir Yehudayoff

Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Sampath Kumar Mulagaleti , Alberto Bemporad

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

We consider the problem of recovering a $k$-sparse signal ${\mbox{$\beta$}}_0\in\mathbb{R}^p$ from noisy observations $\bf y={\bf X}\mbox{$\beta$}_0+{\bf w}\in\mathbb{R}^n$. One of the most popular approaches is the $l_1$-regularized least…

Computation · Statistics 2022-11-23 Hanwen Huang

Smoothed analysis is a powerful paradigm in overcoming worst-case intractability in unsupervised learning and high-dimensional data analysis. While polynomial time smoothed analysis guarantees have been obtained for worst-case intractable…

Data Structures and Algorithms · Computer Science 2019-04-25 Aditya Bhaskara , Aidao Chen , Aidan Perreault , Aravindan Vijayaraghavan

We consider the neural ODE perspective of supervised learning and study the impact of the final time $T$ (which may indicate the depth of a corresponding ResNet) in training. For the classical $L^2$--regularized empirical risk minimization…

Optimization and Control · Mathematics 2021-03-31 Carlos Esteve , Borjan Geshkovski , Dario Pighin , Enrique Zuazua

Let $(Y,X_1,...,X_m)$ be a random vector. It is desired to predict $Y$ based on $(X_1,...,X_m)$. Examples of prediction methods are regression, classification using logistic regression or separating hyperplanes, and so on. We consider the…

Statistics Theory · Mathematics 2007-06-13 Eitan Greenshtein

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

Optimization and Control · Mathematics 2024-10-28 Xiangyu Yang , Hao Wang , Yichen Zhu , Xiao Wang

We establish upper bounds for the expected excess risk of models trained by proper iterative algorithms which approximate the local minima. Unlike the results built upon the strong globally strongly convexity or global growth conditions…

Machine Learning · Computer Science 2022-10-11 Mingyang Yi , Ruoyu Wang , Zhi-Ming Ma

Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization…

Machine Learning · Statistics 2019-05-28 Eugene Ndiaye , Tam Le , Olivier Fercoq , Joseph Salmon , Ichiro Takeuchi

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone