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Invariant learning is a promising approach to improve domain generalization compared to Empirical Risk Minimization (ERM). However, most invariant learning methods rely on the assumption that training examples are pre-partitioned into…

Machine Learning · Computer Science 2025-04-23 Phuong Quynh Le , Christin Seifert , Jörg Schlötterer

Invariant risk minimization (IRM) has recently emerged as a promising alternative for domain generalization. Nevertheless, the loss function is difficult to optimize for nonlinear classifiers and the original optimization objective could…

Machine Learning · Computer Science 2022-03-22 Bo Li , Yifei Shen , Yezhen Wang , Wenzhen Zhu , Colorado J. Reed , Jun Zhang , Dongsheng Li , Kurt Keutzer , Han Zhao

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

Statistics Theory · Mathematics 2024-04-09 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure. This…

Machine Learning · Computer Science 2022-11-15 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

In this work we investigate to which extent one can recover class probabilities within the empirical risk minimization (ERM) paradigm. The main aim of our paper is to extend existing results and emphasize the tight relations between…

Machine Learning · Computer Science 2020-07-22 Alexander Mey , Marco Loog

Learning models whose predictions are invariant under multiple environments is a promising approach for out-of-distribution generalization. Such models are trained to extract features $X_{\text{inv}}$ where the conditional distribution $Y…

Machine Learning · Computer Science 2024-07-29 Gina Wong , Joshua Gleason , Rama Chellappa , Yoav Wald , Anqi Liu

It is well known that Empirical Risk Minimization (ERM) may attain minimax suboptimal rates in terms of the mean squared error (Birg\'e and Massart, 1993). In this paper, we prove that, under relatively mild assumptions, the suboptimality…

Statistics Theory · Mathematics 2025-11-04 Gil Kur , Eli Putterman , Alexander Rakhlin

It has become increasingly common nowadays to collect observations of feature and response pairs from different environments. As a consequence, one has to apply learned predictors to data with a different distribution due to distribution…

Methodology · Statistics 2023-10-31 Kang Du , Yu Xiang

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

Machine learning algorithms with empirical risk minimization usually suffer from poor generalization performance due to the greedy exploitation of correlations among the training data, which are not stable under distributional shifts.…

Machine Learning · Computer Science 2021-06-18 Jiashuo Liu , Zheyuan Hu , Peng Cui , Bo Li , Zheyan Shen

The Invariant Risk Minimization (IRM) approach aims to address the challenge of domain generalization by training a feature representation that remains invariant across multiple environments. However, in noisy environments, IRM-related…

Machine Learning · Computer Science 2025-02-11 Gaojie Jin , Ronghui Mu , Xinping Yi , Xiaowei Huang , Lijun Zhang

Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…

Machine Learning · Statistics 2024-11-20 Ayoub El Hanchi , Chris J. Maddison , Murat A. Erdogdu

We study the minimal error of the Empirical Risk Minimization (ERM) procedure in the task of regression, both in the random and the fixed design settings. Our sharp lower bounds shed light on the possibility (or impossibility) of adapting…

Statistics Theory · Mathematics 2021-02-25 Gil Kur , Alexander Rakhlin

Many biochemical applications such as molecular property prediction require models to generalize beyond their training domains (environments). Moreover, natural environments in these tasks are structured, defined by complex descriptors such…

Machine Learning · Computer Science 2020-10-08 Wengong Jin , Regina Barzilay , Tommi Jaakkola

The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp minimizers. We propose and analyze a counterpart to ERM…

Optimization and Control · Mathematics 2021-07-08 Matthew Norton , Johannes O. Royset

Fine-grained visual categorization (FGVC) is a challenging task due to similar visual appearances between various species. Previous studies always implicitly assume that the training and test data have the same underlying distributions, and…

Computer Vision and Pattern Recognition · Computer Science 2023-10-11 Shuo Ye , Shujian Yu , Wenjin Hou , Yu Wang , Xinge You

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

The effect of relative entropy asymmetry is analyzed in the context of empirical risk minimization (ERM) with relative entropy regularization (ERM-RER). Two regularizations are considered: $(a)$ the relative entropy of the measure to be…

Machine Learning · Statistics 2025-05-01 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza , H. Vincent Poor

An interesting phenomenon arises: Empirical Risk Minimization (ERM) sometimes outperforms methods specifically designed for out-of-distribution tasks. This motivates an investigation into the reasons behind such behavior beyond algorithmic…

Machine Learning · Computer Science 2026-01-21 Hong Zheng , Fei Teng

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