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Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

The optimization of the variance supplemented by a budget constraint and an asymmetric $\ell_1$ regularizer is carried out analytically by the replica method borrowed from the theory of disordered systems. The asymmetric regularizer allows…

Portfolio Management · Quantitative Finance 2018-07-16 Imre Kondor , Gábor Papp , Fabio Caccioli

In stochastic convex optimization the goal is to minimize a convex function $F(x) \doteq {\mathbf E}_{{\mathbf f}\sim D}[{\mathbf f}(x)]$ over a convex set $\cal K \subset {\mathbb R}^d$ where $D$ is some unknown distribution and each…

Machine Learning · Computer Science 2016-12-28 Vitaly Feldman

Graph Out-of-Distribution (OOD) classification often suffers from sharp performance drops, particularly under category imbalance and structural noise. This work tackles two pressing challenges in this context: (1) the underperformance of…

Machine Learning · Computer Science 2025-06-25 Yang Zhou , Xiaoning Ren

We study over-parameterized classifiers where Empirical Risk Minimization (ERM) for learning leads to zero training error. In these over-parameterized settings there are many global minima with zero training error, some of which generalize…

Machine Learning · Computer Science 2023-12-05 Julius Martinetz , Thomas Martinetz

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

Machine Learning · Computer Science 2017-08-28 Shun Zheng , Jialei Wang , Fen Xia , Wei Xu , Tong Zhang

Although recent advances in machine learning have shown its success to learn from independent and identically distributed (IID) data, it is vulnerable to out-of-distribution (OOD) data in an open world. Domain generalization (DG) deals with…

Machine Learning · Computer Science 2024-05-14 Thai-Hoang Pham , Xueru Zhang , Ping Zhang

In this paper we introduce a new classification algorithm called Optimization of Distributions Differences (ODD). The algorithm aims to find a transformation from the feature space to a new space where the instances in the same class are as…

Machine Learning · Computer Science 2017-03-06 Mohammad Reza Bonyadi , Quang M. Tieng , David C. Reutens

Deep neural networks have attained remarkable performance when applied to data that comes from the same distribution as that of the training set, but can significantly degrade otherwise. Therefore, detecting whether an example is…

Computer Vision and Pattern Recognition · Computer Science 2020-04-02 Yen-Chang Hsu , Yilin Shen , Hongxia Jin , Zsolt Kira

We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…

Machine Learning · Statistics 2024-06-24 Matteo Vilucchio , Emanuele Troiani , Vittorio Erba , Florent Krzakala

In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…

Machine Learning · Computer Science 2019-06-04 Ziming Zhang , Wenju Xu , Alan Sullivan

We study a variant of online optimization in which the learner receives $k$-round $\textit{delayed feedback}$ about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a…

Machine Learning · Computer Science 2021-11-02 Weici Pan , Guanya Shi , Yiheng Lin , Adam Wierman

Adversarial training and data augmentation with noise are widely adopted techniques to enhance the performance of neural networks. This paper investigates adversarial training and data augmentation with noise in the context of regularized…

Machine Learning · Statistics 2023-04-20 Teng Zhang , Kang Li

We study the generation of prediction intervals in regression for uncertainty quantification. This task can be formalized as an empirical constrained optimization problem that minimizes the average interval width while maintaining the…

Machine Learning · Statistics 2021-03-01 Haoxian Chen , Ziyi Huang , Henry Lam , Huajie Qian , Haofeng Zhang

Regularization plays a major role in modern deep learning. From classic techniques such as L1,L2 penalties to other noise-based methods such as Dropout, regularization often yields better generalization properties by avoiding overfitting.…

Machine Learning · Statistics 2021-06-08 Soufiane Hayou , Fadhel Ayed

Out-Of-Distribution (OOD) generalization has gained increasing attentions for machine learning on graphs, as graph neural networks (GNNs) often exhibit performance degradation under distribution shifts. Existing graph OOD methods tend to…

Machine Learning · Computer Science 2025-05-12 Henan Sun , Xunkai Li , Lei Zhu , Junyi Han , Guang Zeng , Ronghua Li , Guoren Wang

In the field of out-of-distribution (OOD) detection, a previous method that use auxiliary data as OOD data has shown promising performance. However, the method provides an equal loss to all auxiliary data to differentiate them from inliers.…

Computer Vision and Pattern Recognition · Computer Science 2023-06-21 Hyunjun Choi , Hawook Jeong , Jin Young Choi

Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for…

Machine Learning · Computer Science 2018-06-05 Daniel Alabi , Nicole Immorlica , Adam Tauman Kalai

We systematically explore regularizing neural networks by penalizing low entropy output distributions. We show that penalizing low entropy output distributions, which has been shown to improve exploration in reinforcement learning, acts as…

Neural and Evolutionary Computing · Computer Science 2017-01-24 Gabriel Pereyra , George Tucker , Jan Chorowski , Łukasz Kaiser , Geoffrey Hinton