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We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

We study which machine learning algorithms have tight generalization bounds. First, we present conditions that preclude the existence of tight generalization bounds. Specifically, we show that algorithms that have certain inductive biases…

Machine Learning · Computer Science 2024-10-04 Michael Gastpar , Ido Nachum , Jonathan Shafer , Thomas Weinberger

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Machine Learning · Computer Science 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

Recent years have seen advances in generalization bounds for noisy stochastic algorithms, especially stochastic gradient Langevin dynamics (SGLD) based on stability (Mou et al., 2018; Li et al., 2020) and information theoretic approaches…

Machine Learning · Computer Science 2022-11-02 Arindam Banerjee , Tiancong Chen , Xinyan Li , Yingxue Zhou

We study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted…

Statistics Theory · Mathematics 2007-06-13 Yoav Freund , Yishay Mansour , Robert E. Schapire

In this paper we study the convergence of online gradient descent algorithms in reproducing kernel Hilbert spaces (RKHSs) without regularization. We establish a sufficient condition and a necessary condition for the convergence of excess…

Machine Learning · Computer Science 2017-08-11 Yunwen Lei , Lei Shi , Zheng-Chu Guo

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Machine Learning · Computer Science 2021-10-25 Othmane Mounjid , Charles-Albert Lehalle

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

Machine Learning · Computer Science 2024-04-18 Gholamali Aminian , Saeed Masiha , Laura Toni , Miguel R. D. Rodrigues

Neural oscillators that originate from second-order ordinary differential equations (ODEs) have shown competitive performance in learning mappings between dynamic loads and responses of complex nonlinear structural systems. Despite this…

Machine Learning · Computer Science 2026-05-11 Zifeng Huang , Konstantin M. Zuev , Yong Xia , Michael Beer

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

The effect of errors in variables in empirical minimization is investigated. Given a loss $l$ and a set of decision rules $\mathcal{G}$, we prove a general upper bound for an empirical minimization based on a deconvolution kernel and a…

Statistics Theory · Mathematics 2012-05-09 Sébastien Loustau

A runtime analysis of the Univariate Marginal Distribution Algorithm (UMDA) is presented on the OneMax function for wide ranges of its parameters $\mu$ and $\lambda$. If $\mu\ge c\log n$ for some constant $c>0$ and…

Neural and Evolutionary Computing · Computer Science 2018-06-08 Carsten Witt

Polyak-Ruppert averaging is a widely used technique to achieve the optimal asymptotic variance of stochastic approximation (SA) algorithms, yet its high-probability performance guarantees remain underexplored in general settings. In this…

Machine Learning · Statistics 2025-05-29 Sajad Khodadadian , Martin Zubeldia

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

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

In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…

Machine Learning · Computer Science 2023-04-19 Ishaq Aden-Ali , Yeshwanth Cherapanamjeri , Abhishek Shetty , Nikita Zhivotovskiy

The area of sublinear algorithms have recently received a lot of attention. In this setting, one has to choose specific access model for the input, as the algorithm does not have time to pre-process or even to see the whole input. A…

Data Structures and Algorithms · Computer Science 2020-09-24 Jakub Tětek

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

In this paper, we leverage stochastic projection and lossy compression to establish new conditional mutual information (CMI) bounds on the generalization error of statistical learning algorithms. It is shown that these bounds are generally…

Machine Learning · Statistics 2025-10-28 Milad Sefidgaran , Kimia Nadjahi , Abdellatif Zaidi