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Motivated by several examples, we consider a general framework of learning with linear loss functions. In this context, we provide excess risk and estimation bounds that hold with large probability for four estimators: ERM, minmax MOM and…

Statistics Theory · Mathematics 2023-10-27 Guillaume Lecué , Lucie Neirac

A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…

Machine Learning · Statistics 2023-02-24 Jiangshe Zhang , Lizhen Ji , Fei Gao , Mengyao Li

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

We investigate the learning dynamics of classifiers in scenarios where classes are separable or classifiers are over-parameterized. In both cases, Empirical Risk Minimization (ERM) results in zero training error. However, there are many…

Machine Learning · Computer Science 2024-10-23 Julius Martinetz , Christoph Linse , Thomas Martinetz

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

Standard uniform convergence results bound the generalization gap of the expected loss over a hypothesis class. The emergence of risk-sensitive learning requires generalization guarantees for functionals of the loss distribution beyond the…

Machine Learning · Statistics 2022-06-29 Liu Leqi , Audrey Huang , Zachary C. Lipton , Kamyar Azizzadenesheli

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…

Machine Learning · Statistics 2020-10-21 Berk Ustun , Cynthia Rudin

The recent success of neural networks in pattern recognition and classification problems suggests that neural networks possess qualities distinct from other more classical classifiers such as SVMs or boosting classifiers. This paper studies…

Machine Learning · Statistics 2023-09-27 Hyunouk Ko , Namjoon Suh , Xiaoming Huo

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

Most classification methods provide either a prediction of class membership or an assessment of class membership probability. In the case of two-group classification the predicted probability can be described as "risk" of belonging to a…

Machine Learning · Statistics 2011-10-28 Yizhar Toren

The integration of reinforcement learning (RL) into large language models (LLMs) has opened new opportunities for recommender systems by eliciting reasoning and improving user preference modeling. However, RL-based LLM recommendation faces…

Information Retrieval · Computer Science 2026-02-05 Lin Wang , Yang Zhang , Jingfan Chen , Xiaoyan Zhao , Fengbin Zhu , Qing Li , Tat-Seng Chua

Modern complex datasets often consist of various sub-populations with known group information. In the presence of sub-population heterogeneity, it is crucial to develop robust and generalizable learning methods that (1) can enjoy robust…

Methodology · Statistics 2025-09-30 Weibin Mo , Weijing Tang , Songkai Xue , Yufeng Liu , Ji Zhu

Traditionally, quantization is designed to minimize the reconstruction error of a data source. When considering downstream classification tasks, other measures of distortion can be of interest; such as the 0-1 classification loss.…

Machine Learning · Computer Science 2021-07-22 Daniel Severo , Elad Domanovitz , Ashish Khisti

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

Machine Learning · Computer Science 2022-02-14 Alekh Agarwal , Tong Zhang

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g.…

Machine Learning · Computer Science 2019-05-27 Josif Grabocka , Randolf Scholz , Lars Schmidt-Thieme