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Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Shai Shalev-Shwartz

In many applications, the training data, from which one needs to learn a classifier, is corrupted with label noise. Many standard algorithms such as SVM perform poorly in presence of label noise. In this paper we investigate the robustness…

Machine Learning · Computer Science 2015-09-11 Aritra Ghosh , Naresh Manwani , P. S. Sastry

PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…

Machine Learning · Statistics 2024-08-19 The Tien Mai

We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all…

Machine Learning · Computer Science 2012-07-03 Shai Ben-David , David Loker , Nathan Srebro , Karthik Sridharan

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

Machine Learning · Statistics 2023-06-07 Nontawat Charoenphakdee , Jongyeong Lee , Masashi Sugiyama

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

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

Transfer learning has emerged as a powerful technique for improving the performance of machine learning models on new domains where labeled training data may be scarce. In this approach a model trained for a source task, where plenty of…

Machine Learning · Computer Science 2020-06-19 Seyed Mohammadreza Mousavi Kalan , Zalan Fabian , A. Salman Avestimehr , Mahdi Soltanolkotabi

Most methods for learning with noisy labels require privileged knowledge such as noise transition matrices, clean subsets or pretrained feature extractors, resources typically unavailable when robustness is most needed. We propose Conformal…

Machine Learning · Computer Science 2026-04-13 Yuanjie Shi , Peihong Li , Zijian Zhang , Janardhan Rao Doppa , Yan Yan

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…

Machine Learning · Statistics 2022-09-19 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

We propose a robust adversarial prediction framework for general multiclass classification. Our method seeks predictive distributions that robustly optimize non-convex and non-continuous multiclass loss metrics against the worst-case…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Classification rules can be severely affected by the presence of disturbing observations in the training sample. Looking for an optimal classifier with such data may lead to unnecessarily complex rules. So, simpler effective classification…

Statistics Theory · Mathematics 2017-01-19 Marina Antolín , Eustasio Del Barrio , Jean-Michel Loubes

We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and…

Machine Learning · Computer Science 2015-08-25 Harish G. Ramaswamy , Shivani Agarwal

Majority-vote ensembles achieve variance reduction by averaging over diverse, approximately independent base learners. When training data exhibits Markov dependence, as in time-series forecasting, reinforcement learning (RL) replay buffers,…

Machine Learning · Computer Science 2026-04-16 Ibne Farabi Shihab , Sanjeda Akter , Anuj Sharma

Modern machine learning approaches to classification, including AdaBoost, support vector machines, and deep neural networks, utilize surrogate loss techniques to circumvent the computational complexity of minimizing empirical classification…

Econometrics · Economics 2023-07-26 Toru Kitagawa , Shosei Sakaguchi , Aleksey Tetenov

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

Machine Learning · Computer Science 2022-02-14 Alekh Agarwal , Tong Zhang

Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for…

Machine Learning · Computer Science 2021-02-02 Fernando E. Rosas , Pedro A. M. Mediano , Michael Gastpar