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Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…
The "double descent" risk curve was proposed to qualitatively describe the out-of-sample prediction accuracy of variably-parameterized machine learning models. This article provides a precise mathematical analysis for the shape of this…
Training dataset biases are by far the most scrutinized factors when explaining algorithmic biases of neural networks. In contrast, hyperparameters related to the neural network architecture have largely been ignored even though different…
Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…
Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…
Neural networks with wide layers have attracted significant attention due to their equivalence to Gaussian processes, enabling perfect fitting of training data while maintaining generalization performance, known as benign overfitting.…
Expressiveness and generalization of deep models was recently addressed via the connection between neural networks (NNs) and kernel learning, where first-order dynamics of NN during a gradient-descent (GD) optimization were related to…
Graph models are relevant in many fields, such as distributed computing, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into account, i.e. a varying number of…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
In this paper, we provide the first precise distributional characterization of gradient descent iterates for general multi-layer neural networks under the canonical single-index regression model, in the `finite-width proportional regime'…
We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional…
Neural networks have achieved remarkable empirical performance, while the current theoretical analysis is not adequate for understanding their success, e.g., the Neural Tangent Kernel approach fails to capture their key feature learning…
There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…
Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…
Graph neural networks (GNNs) are the most widely adopted model in graph-structured data oriented learning and representation. Despite their extraordinary success in real-world applications, understanding their working mechanism by theory is…
A recent breakthrough in deep learning theory shows that the training of over-parameterized deep neural networks can be characterized by a kernel function called \textit{neural tangent kernel} (NTK). However, it is known that this type of…
Graph Neural Networks (GNNs) have become the standard method for learning from networks across fields ranging from biology to social systems, yet a principled understanding of what enables them to extract meaningful representations, or why…
Standard infinite-width limits of neural networks sacrifice the ability for intermediate layers to learn representations from data. Recent work (A theory of representation learning gives a deep generalisation of kernel methods, Yang et al.…
Understanding generalization and estimation error of estimators for simple models such as linear and generalized linear models has attracted a lot of attention recently. This is in part due to an interesting observation made in machine…