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In this paper we measured the stability of stochastic gradient method (SGM) for learning an approximated Fourier primal support vector machine. The stability of an algorithm is considered by measuring the generalization error in terms of…

Signal Processing · Electrical Eng. & Systems 2018-04-24 Aven Samareh , Mahshid Salemi Parizi

Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability…

Machine Learning · Statistics 2026-05-12 Pouria Fatemi , Hoomaan Maskan , Suvrit Sra , Peyman Mohajerin Esfahani

It has been the standard teaching of today that backward stability analysis is taught as absolute, just as in Newtonian physics time is taught absolute time. We will prove it is not true in general. It depends on algorithms. We will prove…

Numerical Analysis · Computer Science 2015-09-09 Yao Yang

We provide the first generalization error analysis for black-box learning through derivative-free optimization. Under the assumption of a Lipschitz and smooth unknown loss, we consider the Zeroth-order Stochastic Search (ZoSS) algorithm,…

Machine Learning · Computer Science 2023-02-13 Konstantinos E. Nikolakakis , Farzin Haddadpour , Dionysios S. Kalogerias , Amin Karbasi

We analyse the forward error in the floating point summation of real numbers, from algorithms that do not require recourse to higher precision or better hardware. We derive informative explicit expressions, and new deterministic and…

Numerical Analysis · Mathematics 2021-07-06 Eric Hallman , Ilse C. F. Ipsen

We study the problem of generalized uniformity testing \cite{BC17} of a discrete probability distribution: Given samples from a probability distribution $p$ over an {\em unknown} discrete domain $\mathbf{\Omega}$, we want to distinguish,…

Data Structures and Algorithms · Computer Science 2017-09-08 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Machine Learning · Computer Science 2020-06-23 Ben London

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

Two-time-scale stochastic approximation (SA) is an algorithm with coupled iterations which has found broad applications in reinforcement learning, optimization and game control. In this work, we derive mean squared error bounds for…

Machine Learning · Computer Science 2026-02-24 Siddharth Chandak

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…

Machine Learning · Statistics 2020-12-10 Guillermo Valle-Pérez , Ard A. Louis

Suppose we have n algorithms, quantum or classical, each computing some bit-value with bounded error probability. We describe a quantum algorithm that uses O(sqrt{n}) repetitions of the base algorithms and with high probability finds the…

Quantum Physics · Physics 2017-01-03 Peter Hoyer , Michele Mosca , Ronald de Wolf

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

Robustness and generalization ability of machine learning models are of utmost importance in various application domains. There is a wide interest in efficient ways to analyze those properties. One important direction is to analyze…

Machine Learning · Computer Science 2025-04-29 Khoat Than , Dat Phan , Giang Vu

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

Machine Learning · Statistics 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

The relationship between overparameterization, stability, and generalization remains incompletely understood in the setting of discontinuous classifiers. We address this gap by establishing a generalization bound for finite function classes…

Machine Learning · Computer Science 2026-03-04 Jonas von Berg , Adalbert Fono , Massimiliano Datres , Sohir Maskey , Gitta Kutyniok

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…

Machine Learning · Statistics 2026-04-09 Jiang Yu Nguwi , Nicolas Privault

We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…

Machine Learning · Computer Science 2022-11-01 Idan Amir , Roi Livni , Nathan Srebro

As deep neural networks are highly expressive, it is important to find solutions with small generalization gap (the difference between the performance on the training data and unseen data). Focusing on the stochastic nature of training, we…

Machine Learning · Computer Science 2023-10-31 Rie Johnson , Tong Zhang
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