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This paper considers the subject of information losses arising from the finite datasets used in the training of neural classifiers. It proves a relationship between such losses as the product of the expected total variation of the estimated…

Machine Learning · Computer Science 2020-01-09 Brandon Foggo , Nanpeng Yu , Jie Shi , Yuanqi Gao

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

We develop a general framework for conducting inference on the mean of dependent random variables given constraints on their dependency graph. We establish the consistency of an oracle variance estimator of the mean when the dependency…

Statistics Theory · Mathematics 2016-02-02 Peter M. Aronow , Forrest W. Crawford , José R. Zubizarreta

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert

Manifold learning seeks a low dimensional representation that faithfully captures the essence of data. Current methods can successfully learn such representations, but do not provide a meaningful set of operations that are associated with…

Machine Learning · Computer Science 2019-08-21 David Eklund , Søren Hauberg

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

This paper proves that robustness implies generalization via data-dependent generalization bounds. As a result, robustness and generalization are shown to be connected closely in a data-dependent manner. Our bounds improve previous bounds…

Machine Learning · Computer Science 2022-08-04 Kenji Kawaguchi , Zhun Deng , Kyle Luh , Jiaoyang Huang

We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

Probability · Mathematics 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß

This paper studies the approximation capacity of ReLU neural networks with norm constraint on the weights. We prove upper and lower bounds on the approximation error of these networks for smooth function classes. The lower bound is derived…

Machine Learning · Computer Science 2023-03-31 Yuling Jiao , Yang Wang , Yunfei Yang

We present a brief survey of existing mistake bounds and introduce novel bounds for the Perceptron or the kernel Perceptron algorithm. Our novel bounds generalize beyond standard margin-loss type bounds, allow for any convex and Lipschitz…

Machine Learning · Computer Science 2013-07-24 Mehryar Mohri , Afshin Rostamizadeh

Many existing approaches for generating predictions in settings with distribution shift model distribution shifts as adversarial or low-rank in suitable representations. In various real-world settings, however, we might expect shifts to…

Machine Learning · Statistics 2023-10-31 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler

In recent times machine learning methods have made significant advances in becoming a useful tool for analyzing physical systems. A particularly active area in this theme has been "physics-informed machine learning" which focuses on using…

Machine Learning · Computer Science 2024-12-05 Pulkit Gopalani , Sayar Karmakar , Dibyakanti Kumar , Anirbit Mukherjee

We study the problem of learning classification functions from noiseless training samples, under the assumption that the decision boundary is of a certain regularity. We establish universal lower bounds for this estimation problem, for…

Functional Analysis · Mathematics 2021-12-28 Philipp Petersen , Felix Voigtlaender

This paper studies the problem of learning weighted automata from a finite labeled training sample. We consider several general families of weighted automata defined in terms of three different measures: the norm of an automaton's weights,…

Machine Learning · Computer Science 2016-10-26 Borja Balle , Mehryar Mohri

Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a…

Machine Learning · Computer Science 2024-11-01 Omar Montasser , Han Shao , Emmanuel Abbe

In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…

Machine Learning · Computer Science 2024-10-08 Binchuan Qi

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

Bayesian inference offers benefits over maximum likelihood, but it also comes with computational costs. Computing the posterior is typically intractable, as is marginalizing that posterior to form the posterior predictive distribution. In…

Machine Learning · Computer Science 2023-07-18 Alexander A. Alemi , Ben Poole
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