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A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

We propose new bounds on the error of learning algorithms in terms of a data-dependent notion of complexity. The estimates we establish give optimal rates and are based on a local and empirical version of Rademacher averages, in the sense…

Statistics Theory · Mathematics 2007-06-13 Peter L. Bartlett , Olivier Bousquet , Shahar Mendelson

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

It is usual to consider data protection and learnability as conflicting objectives. This is not always the case: we show how to jointly control inference --- seen as the attack --- and learnability by a noise-free process that mixes…

Machine Learning · Computer Science 2017-03-09 Richard Nock , Giorgio Patrini , Finnian Lattimore , Tiberio Caetano

Many machine learning models are vulnerable to adversarial attacks; for example, adding adversarial perturbations that are imperceptible to humans can often make machine learning models produce wrong predictions with high confidence.…

Machine Learning · Computer Science 2020-07-30 Dong Yin , Kannan Ramchandran , Peter Bartlett

Testing whether a variable of interest affects the outcome is one of the most fundamental problem in statistics and is often the main scientific question of interest. To tackle this problem, the conditional randomization test (CRT) is…

Methodology · Statistics 2023-05-26 Dae Woong Ham , Jiaze Qiu

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

Methodology · Statistics 2021-11-08 Dylan Spicker , Michael P Wallace , Grace Y Yi

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

We show, to our knowledge, the first theoretical treatments of two common questions in cross-validation based hyperparameter selection: (1) After selecting the best hyperparameter using a held-out set, we train the final model using {\em…

Machine Learning · Computer Science 2023-01-13 Parikshit Ram , Alexander G. Gray , Horst C. Samulowitz , Gregory Bramble

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

We propose Rademacher complexity bounds for multiclass classifiers trained with a two-step semi-supervised model. In the first step, the algorithm partitions the partially labeled data and then identifies dense clusters containing $\kappa$…

Machine Learning · Statistics 2021-09-15 Yury Maximov , Massih-Reza Amini , Zaid Harchaoui

The generalization performance of kernel methods is largely determined by the kernel, but common kernels are stationary thus input-independent and output-independent, that limits their applications on complicated tasks. In this paper, we…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Weiping Wang

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an…

Machine Learning · Statistics 2024-06-12 Milad Sefidgaran , Abdellatif Zaidi

We propose a novel technique for analyzing adaptive sampling called the {\em Simulator}. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how…

Machine Learning · Computer Science 2023-04-25 Max Simchowitz , Kevin Jamieson , Benjamin Recht

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

There has been considerable interest in boosting and bagging, including the combination of the adaptive techniques of AdaBoost with the random selection with replacement techniques of Bagging. At the same time there has been a revisiting of…

Machine Learning · Computer Science 2020-10-30 David M. W. Powers

Understanding the accuracy limits of machine learning algorithms is essential for data scientists to properly measure performance so they can continually improve their models' predictive capabilities. This study empirically verified the…

Machine Learning · Computer Science 2023-02-06 Arman Bolatov , Kaisar Dauletbek
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