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In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…

Machine Learning · Computer Science 2017-07-14 Marco Loog , Jesse H. Krijthe , Are C. Jensen

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

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

The recent success of neural networks in pattern recognition and classification problems suggests that neural networks possess qualities distinct from other more classical classifiers such as SVMs or boosting classifiers. This paper studies…

Machine Learning · Statistics 2023-09-27 Hyunouk Ko , Namjoon Suh , Xiaoming Huo

In massive data analysis, training and testing data often come from very different sources, and their probability distributions are not necessarily identical. A feature example is nonparametric classification in posterior drift model where…

Statistics Theory · Mathematics 2020-11-10 Ruiqi Liu , Kexuan Li , Zuofeng Shang

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be…

Machine Learning · Statistics 2016-09-22 Bernardo Ávila Pires , Csaba Szepesvári

We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a…

Machine Learning · Computer Science 2012-07-03 Krzysztof Dembczynski , Wojciech Kotlowski , Eyke Huellermeier

Multiclass classification problems such as image annotation can involve a large number of classes. In this context, confusion between classes can occur, and single label classification may be misleading. We provide in the present paper a…

Statistics Theory · Mathematics 2017-12-19 Christophe Denis , Mohamed Hebiri

We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss of the predictor on the next point conditioned on the set…

Machine Learning · Statistics 2016-03-15 Alexander Zimin , Christoph H. Lampert

Obtaining accurate class labels is often costly or unreliable, and may also be limited by privacy or other practical conditions. Compared with asking an annotator to provide the exact class, it is often easier to ask whether the true label…

Machine Learning · Computer Science 2026-05-11 Jiaxu Su , Junpeng Li , Changchun Hua , Yana Yang

A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…

Machine Learning · Statistics 2023-02-24 Jiangshe Zhang , Lizhen Ji , Fei Gao , Mengyao Li

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

Machine Learning · Statistics 2022-02-18 Muhammad Osama , Dave Zachariah , Petre Stoica

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

Machine Learning · Computer Science 2017-09-05 Aryan Mokhtari , Alejandro Ribeiro

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…

Machine Learning · Statistics 2020-02-10 Muhammad Osama , Dave Zachariah , Peter Stoica

This article provides, through theoretical analysis, an in-depth understanding of the classification performance of the empirical risk minimization framework, in both ridge-regularized and unregularized cases, when high dimensional data are…

Machine Learning · Statistics 2020-11-26 Xiaoyi Mai , Zhenyu Liao

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

Statistics Theory · Mathematics 2021-01-07 Geoffrey Chinot , Guillaume Lecué , Matthieu Lerasle

Consider a classification problem where we have both labeled and unlabeled data available. We show that for linear classifiers defined by convex margin-based surrogate losses that are decreasing, it is impossible to construct any…

Machine Learning · Statistics 2019-01-09 Jesse H. Krijthe , Marco Loog

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach…

Machine Learning · Statistics 2017-12-15 John Duchi , Hongseok Namkoong

We consider a regression setting where observations are collected in different environments modeled by different data distributions. The field of out-of-distribution (OOD) generalization aims to design methods that generalize better to test…

Machine Learning · Statistics 2026-03-12 Francesco Freni , Anya Fries , Linus Kühne , Markus Reichstein , Jonas Peters