Related papers: Risk Bounds for Learning via Hilbert Coresets
Modern deep neural networks are well known to be brittle in the face of unknown data instances and recognition of the latter remains a challenge. Although it is inevitable for continual-learning systems to encounter such unseen concepts,…
Given a prediction task, understanding when one can and cannot design a consistent convex surrogate loss, particularly a low-dimensional one, is an important and active area of machine learning research. The prediction task may be given as…
Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…
In statistics and machine learning, when we train a fitted model on available data, we typically want to ensure that we are searching within a model class that contains at least one accurate model -- that is, we would like to ensure an…
We propose a novel class of deep stochastic predictors for classifying metric data on graphs within the PAC-Bayes risk certification paradigm. Classifiers are realized as linearly parametrized deep assignment flows with random initial…
The increasing availability of massive data sets poses a series of challenges for machine learning. Prominent among these is the need to learn models under hardware or human resource constraints. In such resource-constrained settings, a…
Coresets are small data summaries that are sufficient for model training. They can be maintained online, enabling efficient handling of large data streams under resource constraints. However, existing constructions are limited to simple…
This work explores maximum likelihood optimization of neural networks through hypernetworks. A hypernetwork initializes the weights of another network, which in turn can be employed for typical functional tasks such as regression and…
Neural networks reach state-of-the-art performance in a variety of learning tasks. However, a lack of understanding the decision making process yields to an appearance as black box. We address this and propose ConstraintNet, a neural…
This paper presents a novel information-theoretic perspective on generalization in machine learning by framing the learning problem within the context of lossy compression and applying finite blocklength analysis. In our approach, the…
Specific data compression techniques, formalized by the concept of coresets, proved to be powerful for many optimization problems. In fact, while tightly controlling the approximation error, coresets may lead to significant speed up of the…
Learning with limited data is one of the biggest problems of machine learning. Current approaches to this issue consist in learning general representations from huge amounts of data before fine-tuning the model on a small dataset of…
We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…
Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…
Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…
Learning from an imbalanced dataset is a tricky proposition. Because these datasets are biased towards one class, most existing classifiers tend not to perform well on minority class examples. Conventional classifiers usually aim to…
We present a framework to derive risk bounds for vector-valued learning with a broad class of feature maps and loss functions. Multi-task learning and one-vs-all multi-category learning are treated as examples. We discuss in detail…
Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…
We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic…
In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…