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The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

Autoregressive generative models are commonly used, especially for those tasks involving sequential data. They have, however, been plagued by a slew of inherent flaws due to the intrinsic characteristics of chain-style conditional modeling…

Machine Learning · Computer Science 2022-06-28 Yezhen Wang , Tong Che , Bo Li , Kaitao Song , Hengzhi Pei , Yoshua Bengio , Dongsheng Li

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio…

Machine Learning · Computer Science 2020-02-18 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

Prediction intervals are a valuable way of quantifying uncertainty in regression problems. Good prediction intervals should be both correct, containing the actual value between the lower and upper bound at least a target percentage of the…

Machine Learning · Computer Science 2018-07-02 Dongqi Su , Ying Yin Ting , Jason Ansel

While energy-based models (EBMs) exhibit a number of desirable properties, training and sampling on high-dimensional datasets remains challenging. Inspired by recent progress on diffusion probabilistic models, we present a diffusion…

Machine Learning · Computer Science 2021-03-30 Ruiqi Gao , Yang Song , Ben Poole , Ying Nian Wu , Diederik P. Kingma

The generalization capacity of various machine learning models exhibits different phenomena in the under- and over-parameterized regimes. In this paper, we focus on regression models such as feature regression and kernel regression and…

Machine Learning · Computer Science 2022-03-14 Björn Engquist , Kui Ren , Yunan Yang

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…

Statistics Theory · Mathematics 2026-05-06 Stephan Clémençon , Anne Sabourin

Energy-based models (EBMs) are generative models that are usually trained via maximum likelihood estimation. This approach becomes challenging in generic situations where the trained energy is non-convex, due to the need to sample the Gibbs…

Machine Learning · Computer Science 2022-02-16 Carles Domingo-Enrich , Alberto Bietti , Marylou Gabrié , Joan Bruna , Eric Vanden-Eijnden

We introduce an innovative approach to enhancing the empirical risk minimization (ERM) process in model training through a refined reweighting scheme of the training data to enhance fairness. This scheme aims to uphold the sufficiency rule…

Machine Learning · Computer Science 2024-10-02 Xuan Zhao , Klaus Broelemann , Salvatore Ruggieri , Gjergji Kasneci

In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve…

Machine Learning · Computer Science 2018-02-15 Di Wang , Minwei Ye , Jinhui Xu

Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear expectation, we consider a linear regression model where the…

Statistics Theory · Mathematics 2026-04-28 Xifeng Li , Shuzhen Yang

Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…

Machine Learning · Statistics 2020-07-07 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

Predictive performance of machine learning models trained with empirical risk minimization (ERM) can degrade considerably under distribution shifts. The presence of spurious correlations in training datasets leads ERM-trained models to…

Machine Learning · Computer Science 2023-02-08 Simon Roburin , Charles Corbière , Gilles Puy , Nicolas Thome , Matthieu Aubry , Renaud Marlet , Patrick Pérez

Energy-Based Models (EBMs) provide a flexible framework for generative modeling, but their training remains theoretically challenging due to the need to approximate normalization constants and efficiently sample from complex, multi-modal…

Machine Learning · Computer Science 2025-06-10 Davide Carbone

In this work, we focus on a variant of the generalized linear model (GLM) called corrupted GLM (CGLM) with heavy-tailed features and responses. To robustify the statistical inference on this model, we propose to apply $\ell_4$-norm…

Methodology · Statistics 2020-07-21 Ziwei Zhu , Wenjing Zhou

We give a novel formal theoretical framework for unsupervised learning with two distinctive characteristics. First, it does not assume any generative model and based on a worst-case performance metric. Second, it is comparative, namely…

Machine Learning · Computer Science 2016-12-28 Elad Hazan , Tengyu Ma

We propose self-adaptive training---a new training algorithm that dynamically corrects problematic training labels by model predictions without incurring extra computational cost---to improve generalization of deep learning for potentially…

Machine Learning · Computer Science 2020-10-01 Lang Huang , Chao Zhang , Hongyang Zhang

Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble…

Machine Learning · Computer Science 2018-10-29 Hamideh Hajiabadi , Reza Monsefi , Hadi Sadoghi Yazdi