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The paper concerns the optimal upper bounds on the expectations of the kth record values (k >= 1) centered about the sample mean. We consider the case, when the records are based on the infinite sequence of the independent identically…

Statistics Theory · Mathematics 2019-03-29 Agnieszka Goroncy

We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a…

Methodology · Statistics 2024-11-22 Tommaso Lando Idir Arab , Paulo Eduardo Oliveira

This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…

In many biological, agricultural, military activity problems and in some quality control problems, it is almost impossible to have a fixed sample size, because some observations are always lost for various reasons. Therefore, the sample…

Statistics Theory · Mathematics 2017-01-24 M. A. Abd Elgawad , A. M. Elsawah , Hong Qin , Ting Yan

Recent research has used margin theory to analyze the generalization performance for deep neural networks (DNNs). The existed results are almost based on the spectrally-normalized minimum margin. However, optimizing the minimum margin…

Machine Learning · Computer Science 2024-07-10 Shen-Huan Lyu , Lu Wang , Zhi-Hua Zhou

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as parameters of the distribution of the bounded…

Machine Learning · Statistics 2023-06-26 Amandine Pierrot , Pierre Pinson

Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…

Machine Learning · Statistics 2017-02-28 Olivier Bachem , Mario Lucic , S. Hamed Hassani , Andreas Krause

Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…

Machine Learning · Computer Science 2020-05-27 Olivier Bousquet , Yegor Klochkov , Nikita Zhivotovskiy

In this work, we study the generalization capability of algorithms from an information-theoretic perspective. It has been shown that the expected generalization error of an algorithm is bounded from above by a function of the relative…

Information Theory · Computer Science 2021-10-27 Borja Rodríguez-Gálvez , Germán Bassi , Mikael Skoglund

This paper presents a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due…

Machine Learning · Computer Science 2024-06-14 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Kevin Scaman , Giovanni Neglia

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

Machine Learning · Computer Science 2013-01-07 Martin Wainwright , Tommi S. Jaakkola , Alan Willsky

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

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

We present a framework for the theoretical analysis of ensembles of low-complexity empirical risk minimisers trained on independent random compressions of high-dimensional data. First we introduce a general distribution-dependent…

Machine Learning · Computer Science 2021-06-03 Henry W. J. Reeve , Ata Kaban

Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not described by an assumed statistical…

General Relativity and Quantum Cosmology · Physics 2015-03-20 Vladimir Dergachev

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

We derive several upper bounds for the superfluid stiffness $D_s$ for Bose and Fermi systems in terms of expectation values of local operators using linear response theory and variational methods. These give insight into the non-trivial…

Superconductivity · Physics 2009-10-31 Arun Paramekanti , Nandini Trivedi , Mohit Randeria

In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized…

Optimization and Control · Mathematics 2024-01-02 Wouter J. E. C. van Eekelen
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