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Choosing a decision threshold is one of the challenging job in any classification tasks. How much the model is accurate, if the deciding boundary is not picked up carefully, its entire performance would go in vain. On the other hand, for…

Computer Vision and Pattern Recognition · Computer Science 2021-05-25 Bharat Bohara

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

Machine Learning · Statistics 2016-05-30 Andrea Locatelli , Maurilio Gutzeit , Alexandra Carpentier

The fitness level method is a widely used technique for estimating the mean hitting time of elitist evolutionary algorithms on level-based fitness functions. However, this paper identifies its main limitation: the linear lower bound derived…

Neural and Evolutionary Computing · Computer Science 2026-03-17 Jun He , Siang Yew Chong , Xin Yao

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Joel A. Rosenfeld , Warren E. Dixon

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…

Methodology · Statistics 2023-03-21 Siyi Deng , Yang Ning , Jiwei Zhao , Heping Zhang

Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks as the curse of dimensionality (CoD) cannot be evaded when trying to approximate even a single ReLU neuron…

Machine Learning · Statistics 2024-06-27 Fanghui Liu , Leello Dadi , Volkan Cevher

This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila

We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…

Machine Learning · Computer Science 2025-10-27 Rattana Pukdee , Ziqi Ke , Chirag Gupta

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

We propose a new estimator based on a linear programming method for smooth frontiers of sample points. The derivative of the frontier function is supposed to be Holder continuous.The estimator is defined as a linear combination of kernel…

Statistics Theory · Mathematics 2014-09-23 Alexander Nazin , Stephane Girard

We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even…

Machine Learning · Computer Science 2019-12-17 Weihao Kong , Gregory Valiant , Emma Brunskill

This paper deals with the problem of finding suboptimal values of an unknown function on the basis of measured data corrupted by bounded noise. As a prior, we assume that the unknown function is parameterized in terms of a number of basis…

Optimization and Control · Mathematics 2025-06-10 Jaap Eising , Jorge Cortes

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the…

Machine Learning · Computer Science 2024-05-24 Gen Li , Yuling Yan , Yuxin Chen , Jianqing Fan