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This paper shows that dropout training in Generalized Linear Models is the minimax solution of a two-player, zero-sum game where an adversarial nature corrupts a statistician's covariates using a multiplicative nonparametric…

Machine Learning · Statistics 2021-04-15 Jose Blanchet , Yang Kang , Jose Luis Montiel Olea , Viet Anh Nguyen , Xuhui Zhang

Existing generalization theories of supervised learning typically take a holistic approach and provide bounds for the expected generalization over the whole data distribution, which implicitly assumes that the model generalizes similarly…

Machine Learning · Computer Science 2024-01-08 Firas Laakom , Yuheng Bu , Moncef Gabbouj

Learning from multiple related tasks by knowledge sharing and transfer has become increasingly relevant over the last two decades. In order to successfully transfer information from one task to another, it is critical to understand the…

Machine Learning · Computer Science 2023-01-18 Boyu Wang , Jorge Mendez , Changjian Shui , Fan Zhou , Di Wu , Gezheng Xu , Christian Gagné , Eric Eaton

Overfitting data is a well-known phenomenon related with the generation of a model that mimics too closely (or exactly) a particular instance of data, and may therefore fail to predict future observations reliably. In practice, this…

Machine Learning · Statistics 2023-04-14 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

By searching for shared inductive biases across tasks, meta-learning promises to accelerate learning on novel tasks, but with the cost of solving a complex bilevel optimization problem. We introduce and rigorously define the trade-off…

Machine Learning · Computer Science 2021-04-15 Katelyn Gao , Ozan Sener

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix…

Machine Learning · Computer Science 2024-10-02 The Tien Mai

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

The bias-variance trade-off is a central concept in supervised learning. In classical statistics, increasing the complexity of a model (e.g., number of parameters) reduces bias but also increases variance. Until recently, it was commonly…

Machine Learning · Statistics 2022-03-25 Jason W. Rocks , Pankaj Mehta

We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

Despite substantial progress in promoting fairness in high-stake applications using machine learning models, existing methods often modify the training process, such as through regularizers or other interventions, but lack formal guarantees…

Machine Learning · Computer Science 2025-06-10 Firas Laakom , Haobo Chen , Jürgen Schmidhuber , Yuheng Bu

High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for…

Information Theory · Computer Science 2022-09-01 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

We consider the problem of two-player zero-sum games. This problem is formulated as a min-max Markov game in the literature. The solution of this game, which is the min-max payoff, starting from a given state is called the min-max value of…

Machine Learning · Computer Science 2022-03-21 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

This paper surveys recent developments at the intersection of operator learning, statistical learning theory, and approximation theory. First, it reviews error bounds for empirical risk minimization with a focus on holomorphic operators and…

Numerical Analysis · Mathematics 2026-03-03 Simone Brugiapaglia , Nicola Rares Franco , Nicholas H. Nelsen

We consider two-player games with imperfect information and the synthesis of a randomized strategy for one player that ensures the objective is satisfied almost-surely (i.e., with probability 1), regardless of the strategy of the other…

Computer Science and Game Theory · Computer Science 2024-07-30 Laurent Doyen , Thomas Soullard

The information-theoretic analysis by Russo and Van Roy (2014) in combination with minimax duality has proved a powerful tool for the analysis of online learning algorithms in full and partial information settings. In most applications…

Machine Learning · Computer Science 2019-05-29 Julian Zimmert , Tor Lattimore

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

We present an information-theoretic framework for understanding overfitting and underfitting in machine learning and prove the formal undecidability of determining whether an arbitrary classification algorithm will overfit a dataset.…

Machine Learning · Computer Science 2020-11-10 Daniel Bashir , George D. Montanez , Sonia Sehra , Pedro Sandoval Segura , Julius Lauw

Machine unlearning refers to mechanisms that can remove the influence of a subset of training data upon request from a trained model without incurring the cost of re-training from scratch. This paper develops a unified PAC-Bayesian…

Machine Learning · Computer Science 2021-06-02 Sharu Theresa Jose , Osvaldo Simeone