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We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can…

Machine Learning · Computer Science 2016-10-19 Ilja Kuzborskij , Francesco Orabona

Large-margin classifiers are popular methods for classification. We derive the asymptotic expression for the generalization error of a family of large-margin classifiers in the limit of both sample size $n$ and dimension $p$ going to…

Machine Learning · Statistics 2020-12-02 Hanwen Huang , Qinglong Yang

We derive a novel information-theoretic analysis of the generalization property of meta-learning algorithms. Concretely, our analysis proposes a generic understanding of both the conventional learning-to-learn framework and the modern…

Machine Learning · Computer Science 2021-12-13 Qi Chen , Changjian Shui , Mario Marchand

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…

Machine Learning · Computer Science 2022-01-19 Ekkehard Schnoor , Arash Behboodi , Holger Rauhut

Understanding generalization in deep neural networks is an active area of research. A promising avenue of exploration has been that of margin measurements: the shortest distance to the decision boundary for a given sample or that sample's…

Machine Learning · Computer Science 2024-05-29 Coenraad Mouton

In this paper, we propose a new framework to study the generalization property of classifier chains trained over observations associated with multiple and interdependent class labels. The results are based on large deviation inequalities…

Machine Learning · Computer Science 2018-07-27 Moura Simon , Amini Massih-Reza , Louhichi Sana , Clausel Marianne

Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…

Machine Learning · Computer Science 2021-02-24 Sharu Theresa Jose , Osvaldo Simeone

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…

Machine Learning · Statistics 2023-06-02 Elan Rosenfeld , Saurabh Garg

In this paper, we prove that Distributional Reinforcement Learning (DistRL), which learns the return distribution, can obtain second-order bounds in both online and offline RL in general settings with function approximation. Second-order…

Machine Learning · Computer Science 2024-02-13 Kaiwen Wang , Owen Oertell , Alekh Agarwal , Nathan Kallus , Wen Sun

This paper presents several novel generalization bounds for the problem of learning kernels based on the analysis of the Rademacher complexity of the corresponding hypothesis sets. Our bound for learning kernels with a convex combination of…

Artificial Intelligence · Computer Science 2009-12-18 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

We study statistical estimation under local differential privacy (LDP) when users may hold heterogeneous privacy levels and accuracy must be guaranteed with high probability. Departing from the common in-expectation analyses, and for…

Machine Learning · Statistics 2025-10-15 Maryam Aliakbarpour , Alireza Fallah , Swaha Roy , Ria Stevens

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 obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These…

Optimization and Control · Mathematics 2024-09-27 Pieter Kleer , Johan S. H. van Leeuwaarden , Bas Verseveldt

In this work, we present a variety of novel information-theoretic generalization bounds for learning algorithms, from the supersample setting of Steinke & Zakynthinou (2020)-the setting of the "conditional mutual information" framework. Our…

Machine Learning · Statistics 2023-06-16 Ziqiao Wang , Yongyi Mao