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Standard regularized training procedures correspond to maximizing a posterior distribution over parameters, known as maximum a posteriori (MAP) estimation. However, model parameters are of interest only insomuch as they combine with the…

Machine Learning · Computer Science 2023-11-28 Shikai Qiu , Tim G. J. Rudner , Sanyam Kapoor , Andrew Gordon Wilson

Gaussian graphical models represent the underlying graph structure of conditional dependence between random variables which can be determined using their partial correlation or precision matrix. In a high-dimensional setting, the precision…

Applications · Statistics 2016-05-24 Adria Caballe , Natalia Bochkina , Claus Mayer

We study the role of $L_2$ regularization in deep learning, and uncover simple relations between the performance of the model, the $L_2$ coefficient, the learning rate, and the number of training steps. These empirical relations hold when…

Machine Learning · Statistics 2021-01-05 Aitor Lewkowycz , Guy Gur-Ari

The maximum likelihood method is the best-known method for estimating the probabilities behind the data. However, the conventional method obtains the probability model closest to the empirical distribution, resulting in overfitting. Then…

Machine Learning · Statistics 2023-10-03 Akihisa Ichiki

Sparse models for high-dimensional linear regression and machine learning have received substantial attention over the past two decades. Model selection, or determining which features or covariates are the best explanatory variables, is…

Machine Learning · Statistics 2019-10-15 Yuan Li , Benjamin Mark , Garvesh Raskutti , Rebecca Willett , Hyebin Song , David Neiman

In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

Data augmentation has been proven to be an effective technique for developing machine learning models that are robust to known classes of distributional shifts (e.g., rotations of images), and alignment regularization is a technique often…

Machine Learning · Computer Science 2022-06-07 Haohan Wang , Zeyi Huang , Xindi Wu , Eric P. Xing

Regularized linear regression is central to machine learning, yet its high-dimensional behavior with informative priors remains poorly understood. We provide the first exact asymptotic characterization of training and test risks for maximum…

Machine Learning · Statistics 2026-01-28 Malik Tiomoko , Ekkehard Schnoor

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning. One should…

Machine Learning · Computer Science 2025-10-15 Edwige Cyffers , Alireza Mirrokni , Marco Mondelli

Data augmentation is one of the most popular techniques for improving the robustness of neural networks. In addition to directly training the model with original samples and augmented samples, a torrent of methods regularizing the distance…

Machine Learning · Computer Science 2020-11-30 Haohan Wang , Zeyi Huang , Xindi Wu , Eric P. Xing

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

Machine Learning · Computer Science 2010-10-19 Sham M. Kakade , Shai Shalev-Shwartz , Ambuj Tewari

Learning maps between data samples is fundamental. Applications range from representation learning, image translation and generative modeling, to the estimation of spatial deformations. Such maps relate feature vectors, or map between…

Computer Vision and Pattern Recognition · Computer Science 2021-06-18 Hastings Greer , Roland Kwitt , Francois-Xavier Vialard , Marc Niethammer

Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a connection between MAP estimates and posterior means. We…

Statistics Theory · Mathematics 2024-10-02 Michiko Okudo , Keisuke Yano

We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…

Optimization and Control · Mathematics 2022-09-28 Kristian Bredies , Marcello Carioni , Martin Holler

Inferring relations from correlational data allows researchers across the sciences to uncover complex connections between variables for insights into the underlying mechanisms. The researchers often represent inferred relations using…

Data Analysis, Statistics and Probability · Physics 2023-05-11 Magnus Neuman , Joaquín Calatayud , Viktor Tasselius , Martin Rosvall

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Deep generative models based on Generative Adversarial Networks (GANs) have demonstrated impressive sample quality but in order to work they require a careful choice of architecture, parameter initialization, and selection of…

Machine Learning · Computer Science 2017-11-08 Kevin Roth , Aurelien Lucchi , Sebastian Nowozin , Thomas Hofmann

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela
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