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Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

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

Probabilistic methods have attracted much interest in fault detection design, but its need for complete distributional knowledge is seldomly fulfilled. This has spurred endeavors in distributionally robust fault detection (DRFD) design,…

Optimization and Control · Mathematics 2021-07-21 Chao Shang , Hao Ye , Dexian Huang , Steven X. Ding

We consider the problem of generating n-dimensional vectors with a fixed sum, with the goal of generating a uniform distribution of vectors over a valid region. This means that each possible vector has an equal probability of being…

Optimization and Control · Mathematics 2025-01-29 Rick S. H. Willemsen , Wilco van den Heuvel , Michel van de Velden

A reduced-bias nonparametric estimator of the cumulative distribution function (CDF) and the survival function is proposed using infinite-order kernels. Fourier transform theory on generalized functions is utilized to obtain the improved…

Methodology · Statistics 2009-03-18 Arthur Berg , Dimitris N. Politis

The fundamental assignment problem is in search of welfare maximization mechanisms to allocate items to agents when the private preferences over indivisible items are provided by self-interested agents. The mainstream mechanism…

Computer Science and Game Theory · Computer Science 2019-06-04 Yansong Gao , Jie Zhang

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

The optimistic gradient method is useful in addressing minimax optimization problems. Motivated by the observation that the conventional stochastic version suffers from the need for a large batch size on the order of…

Machine Learning · Computer Science 2024-01-29 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs),…

Machine Learning · Computer Science 2024-04-09 Kaiwen Zheng , Cheng Lu , Jianfei Chen , Jun Zhu

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

Machine Learning · Computer Science 2015-11-11 Raef Bassily , Adam Smith , Thomas Steinke , Jonathan Ullman

We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants…

Probability · Mathematics 2020-10-27 Rafał Latała , Marta Strzelecka

We present a distribution optimization framework that significantly improves confidence bounds for various risk measures compared to previous methods. Our framework encompasses popular risk measures such as the entropic risk measure,…

Machine Learning · Computer Science 2023-06-13 Hao Liang , Zhi-quan Luo

Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…

Machine Learning · Computer Science 2020-06-15 Raef Bassily , Vitaly Feldman , Cristóbal Guzmán , Kunal Talwar

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

Diffusion models have become a leading paradigm in generative AI, with score estimation via denoising score matching as a central component. While recent theory provides strong statistical guarantees, it typically relies on…

Machine Learning · Computer Science 2026-04-21 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…

Statistics Theory · Mathematics 2023-01-03 Lang Liu , Zaid Harchaoui

This paper investigates and bounds the expected solution quality of combinatorial optimization problems when feasible solutions are chosen at random. Loose general bounds are discovered, as well as families of combinatorial optimization…

Data Structures and Algorithms · Computer Science 2014-02-04 Evan A. Sultanik

Adaptivity is an important feature of data analysis---the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model,…

Machine Learning · Computer Science 2015-11-10 Raef Bassily , Kobbi Nissim , Adam Smith , Thomas Steinke , Uri Stemmer , Jonathan Ullman