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Deep neural networks generalize well on unseen data though the number of parameters often far exceeds the number of training examples. Recently proposed complexity measures have provided insights to understanding the generalizability in…

Machine Learning · Computer Science 2020-05-12 Jingling Li , Yanchao Sun , Jiahao Su , Taiji Suzuki , Furong Huang

While there has been progress in developing non-vacuous generalization bounds for deep neural networks, these bounds tend to be uninformative about why deep learning works. In this paper, we develop a compression approach based on…

Machine Learning · Computer Science 2022-11-28 Sanae Lotfi , Marc Finzi , Sanyam Kapoor , Andres Potapczynski , Micah Goldblum , Andrew Gordon Wilson

A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the…

Methodology · Statistics 2022-11-18 Surya T Tokdar , Sheng Jiang , Erika L Cunningham

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…

Probability · Mathematics 2026-03-11 Tiankun Diao , Xuanang Hu , Vladimir V. Ulyanov , Hanchao Wang

Deep neural networks are effective feature extractors but they are prohibitively large for deployment scenarios. Due to the huge number of parameters, interpretability of parameters in different layers is not straight-forward. This is why…

Computation and Language · Computer Science 2021-12-23 Saeed Damadi

We study the asymptotic spectral distribution of the conjugate kernel random matrix $YY^\top$, where $Y= f(WX)$ arises from a two-layer neural network model. We consider the setting where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2026-01-07 Alice Guionnet , Vanessa Piccolo

Heavy-tailed distributions are frequently used to enhance the robustness of regression and classification methods to outliers in output space. Often, however, we are confronted with "outliers" in input space, which are isolated observations…

Machine Learning · Statistics 2010-06-24 Fabian L. Wauthier , Michael I. Jordan

Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…

Disordered Systems and Neural Networks · Physics 2022-11-16 Matthias Thamm , Max Staats , Bernd Rosenow

We characterise the learning of a mixture of two clouds of data points with generic centroids via empirical risk minimisation in the high dimensional regime, under the assumptions of generic convex loss and convex regularisation. Each cloud…

Machine Learning · Statistics 2024-03-19 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

Network compression is now a mature sub-field of neural network research: over the last decade, significant progress has been made towards reducing the size of models and speeding up inference, while maintaining the classification accuracy.…

Machine Learning · Computer Science 2023-06-29 Harvey Dam , Vinu Joseph , Aditya Bhaskara , Ganesh Gopalakrishnan , Saurav Muralidharan , Michael Garland

This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order. We propose to truncate and properly dither the data prior…

Statistics Theory · Mathematics 2023-07-27 Junren Chen , Michael K. Ng , Di Wang

Understanding the shape of a distribution of data is of interest to people in a great variety of fields, as it may affect the types of algorithms used for that data. We study one such problem in the framework of distribution property…

Machine Learning · Computer Science 2022-12-06 Maryam Aliakbarpour , Amartya Shankha Biswas , Kavya Ravichandran , Ronitt Rubinfeld

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

Statistics Theory · Mathematics 2023-05-24 Kangqiang Li , Yuxuan Wang

Recent theoretical and empirical successes in deep learning, including the celebrated neural scaling laws, are punctuated by the observation that many objects of interest tend to exhibit some form of heavy-tailed or power law behavior. In…

Machine Learning · Statistics 2025-06-05 Liam Hodgkinson , Zhichao Wang , Michael W. Mahoney

In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…

Probability · Mathematics 2026-04-28 Dimitrios G. Konstantinides , Charalampos D. Passalidis

While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level…

Methodology · Statistics 2025-05-28 Rakheon Kim , Jingfei Zhang

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Mathematical Physics · Physics 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…

Statistics Theory · Mathematics 2016-11-15 Daniel Romero , Roberto Lopez-Valcarce , Geert Leus

Heavy tailed distributions present a tough setting for inference. They are also common in industrial applications, particularly with Internet transaction datasets, and machine learners often analyze such data without considering the biases…

Applications · Statistics 2016-10-14 Matt Taddy , Hedibert Freitas Lopes , Matt Gardner

We propose a method for estimating a covariance matrix that can be represented as a sum of a low-rank matrix and a diagonal matrix. The proposed method compresses high-dimensional data, computes the sample covariance in the compressed…

Methodology · Statistics 2017-04-04 Gautam Sabnis , Debdeep Pati , Anirban Bhattacharya