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We first elucidate various fundamental properties of optimal adversarial predictors: the structure of optimal adversarial convex predictors in terms of optimal adversarial zero-one predictors, bounds relating the adversarial convex loss to…

Machine Learning · Computer Science 2024-04-30 Justin D. Li , Matus Telgarsky

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

Stochastic convex optimization is one of the most well-studied models for learning in modern machine learning. Nevertheless, a central fundamental question in this setup remained unresolved: "How many data points must be observed so that…

Machine Learning · Computer Science 2023-11-10 Daniel Carmon , Roi Livni , Amir Yehudayoff

We investigate approximation guarantees provided by logistic regression for the fundamental problem of agnostic learning of homogeneous halfspaces. Previously, for a certain broad class of "well-behaved" distributions on the examples,…

Machine Learning · Computer Science 2022-02-01 Ziwei Ji , Kwangjun Ahn , Pranjal Awasthi , Satyen Kale , Stefani Karp

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

We consider the problem of stochastic convex optimization with exp-concave losses using Empirical Risk Minimization in a convex class. Answering a question raised in several prior works, we provide a $O( d / n + \log( 1 / \delta) / n )$…

Machine Learning · Computer Science 2023-07-06 Nikita Puchkin , Nikita Zhivotovskiy

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

We prove that Riemannian contraction in a supervised learning setting implies generalization. Specifically, we show that if an optimizer is contracting in some Riemannian metric with rate $\lambda > 0$, it is uniformly algorithmically…

Machine Learning · Computer Science 2022-01-27 Leo Kozachkov , Patrick M. Wensing , Jean-Jacques Slotine

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

We establish an excess risk bound of O(H R_n^2 + R_n \sqrt{H L*}) for empirical risk minimization with an H-smooth loss function and a hypothesis class with Rademacher complexity R_n, where L* is the best risk achievable by the hypothesis…

Machine Learning · Computer Science 2012-11-27 Nathan Srebro , Karthik Sridharan , Ambuj Tewari

We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of…

Machine Learning · Computer Science 2012-08-28 Mehryar Mohri , Andres Munoz Medina

We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…

Machine Learning · Statistics 2014-10-14 Shahar Mendelson

Though learning has become a core component of modern information processing, there is now ample evidence that it can lead to biased, unsafe, and prejudiced systems. The need to impose requirements on learning is therefore paramount,…

Machine Learning · Computer Science 2022-10-20 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

In this paper, our aim is to analyse the generalization capabilities of first-order methods for statistical learning in multiple, different yet related, scenarios including supervised learning, transfer learning, robust learning and…

Machine Learning · Computer Science 2024-07-02 Kevin Scaman , Mathieu Even , Batiste Le Bars , Laurent Massoulié

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…

Machine Learning · Computer Science 2022-01-19 Ekkehard Schnoor , Arash Behboodi , Holger Rauhut

Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…

Statistics Theory · Mathematics 2021-08-16 Arash Behboodi , Holger Rauhut , Ekkehard Schnoor

We study Constrained Online Convex Optimization (COCO), where a learner chooses actions iteratively, observes both unanticipated convex loss and convex constraint, and accumulates loss while incurring penalties for constraint violations. We…

Machine Learning · Computer Science 2026-01-27 Ricardo N. Ferreira , João Xavier , Cláudia Soares

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…

Machine Learning · Computer Science 2016-11-08 Akshay Balsubramani , Yoav Freund

We study gapped scale-sensitive dimensions of a function class in both sequential and non-sequential settings. We demonstrate that covering numbers for any uniformly bounded class are controlled above by these gapped dimensions,…

Machine Learning · Statistics 2025-09-26 Zeyu Jia , Yury Polyanskiy , Alexander Rakhlin