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In this paper we propose a new parameter estimator that ensures global exponential convergence of linear regression models requiring only the necessary assumption of identifiability of the regression equation,which we show is equivalent to…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Lei Wang , Romeo Ortega , Alexey Bobtsov , Jose Guadalupe Romero , Bowen Yi

Estimation of a multivariate regression function from independent and identically distributed data is considered. An estimate is defined which fits a deep neural network consisting of a large number of fully connected neural networks, which…

Statistics Theory · Mathematics 2022-08-31 Selina Drews , Michael Kohler

We study generalized Bayesian inference under misspecification, i.e. when the model is 'wrong but useful'. Generalized Bayes equips the likelihood with a learning rate $\eta$. We show that for generalized linear models (GLMs),…

Statistics Theory · Mathematics 2021-06-01 Rianne de Heide , Alisa Kirichenko , Nishant Mehta , Peter Grünwald

Using information-theoretic principles, we consider the generalization error (gen-error) of iterative semi-supervised learning (SSL) algorithms that iteratively generate pseudo-labels for a large amount of unlabelled data to progressively…

Machine Learning · Computer Science 2022-09-20 Haiyun He , Hanshu Yan , Vincent Y. F. Tan

We introduce the Generalized Turing Test (GTT), a formal framework for comparing the capabilities of arbitrary agents via indistinguishability. For agents A and B, we define the Turing comparator A $\geq$ B to hold if B, acting as a…

Artificial Intelligence · Computer Science 2026-05-12 Daniel Mitropolsky , Susan S. Hong , Riccardo Neumarker , Emanuele Rimoldi , Tomaso Poggio

This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…

Numerical Analysis · Mathematics 2019-10-28 Kathrin Smetana , Olivier Zahm

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Recent papers have shown that sufficiently overparameterized neural networks can perfectly fit even random labels. Thus, it is crucial to understand the underlying reason behind the generalization performance of a network on real-world…

Machine Learning · Computer Science 2020-12-17 Depen Morwani , Rahul Vashisht , Harish G. Ramaswamy

Deep neural networks have been shown to be very powerful modeling tools for many supervised learning tasks involving complex input patterns. However, they can also easily overfit to training set biases and label noises. In addition to…

Machine Learning · Computer Science 2019-05-07 Mengye Ren , Wenyuan Zeng , Bin Yang , Raquel Urtasun

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix

An unsupervised learning classification model is described. It achieves classification error probability competitive with that of popular supervised learning classifiers such as SVM or kNN. The model is based on the incremental execution of…

Machine Learning · Computer Science 2024-10-01 Daniel N. Nissani

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

Generative classifiers are constructed on the basis of a joint probability distribution and are typically learned using closed-form procedures that rely on data statistics and maximize scores related to data fitting. However, these scores…

Machine Learning · Computer Science 2025-03-31 Aritz Pérez , Carlos Echegoyen , Guzmán Santafé

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than…

Statistics Theory · Mathematics 2024-08-26 Paul Vos , Qiang Wu

A generic out-of-sample error estimate is proposed for robust $M$-estimators regularized with a convex penalty in high-dimensional linear regression where $(X,y)$ is observed and $p,n$ are of the same order. If $\psi$ is the derivative of…

Statistics Theory · Mathematics 2023-03-31 Pierre C Bellec

Research on generalization bounds for deep networks seeks to give ways to predict test error using just the training dataset and the network parameters. While generalization bounds can give many insights about architecture design, training…

Machine Learning · Computer Science 2022-03-21 Yi Zhang , Arushi Gupta , Nikunj Saunshi , Sanjeev Arora

We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…

Methodology · Statistics 2025-10-07 Huy Tran , Sansen Wei , Claire Donnat

Meta learning uses information from base learners (e.g. classifiers or estimators) as well as information about the learning problem to improve upon the performance of a single base learner. For example, the Bayes error rate of a given…

Machine Learning · Computer Science 2016-03-11 Kevin R. Moon , Veronique Delouille , Alfred O. Hero

Many modern high-performing machine learning models such as GPT-3 primarily rely on scaling up models, e.g., transformer networks. Simultaneously, a parallel line of work aims to improve the model performance by augmenting an input instance…

Machine Learning · Computer Science 2022-10-07 Soumya Basu , Ankit Singh Rawat , Manzil Zaheer