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Related papers: Supervised Learning with General Risk Functionals

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We establish a profound connection between coherent risk measures, a prominent object in quantitative finance, and uniform integrability, a fundamental concept in probability theory. Instead of working with absolute values of random…

Risk Management · Quantitative Finance 2025-04-08 Muqiao Huang , Ruodu Wang

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

Machine Learning · Computer Science 2023-01-02 Thibaut Théate , Damien Ernst

A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…

Methodology · Statistics 2020-07-10 Owen Thomas , Henri Pesonen , Jukka Corander

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

Federated learning is widely used to perform decentralized training of a global model on multiple devices while preserving the data privacy of each device. However, it suffers from heterogeneous local data on each training device which…

Machine Learning · Computer Science 2023-01-18 Sirui Hu , Ling Feng , Xiaohan Yang , Yongchao Chen

This work studies the learning ability of consensus and diffusion distributed learners from continuous streams of data arising from different but related statistical distributions. Four distinctive features for diffusion learners are…

Optimization and Control · Mathematics 2016-07-19 Zaid J. Towfic , Jianshu Chen , Ali H. Sayed

Federated Learning (FL) is a distributed learning approach that trains machine learning models across multiple devices while keeping their local data private. However, FL often faces challenges due to data heterogeneity, leading to…

Machine Learning · Computer Science 2025-10-21 Dun Zeng , Zheshun Wu , Shiyu Liu , Yu Pan , Xiaoying Tang , Zenglin Xu

The accuracy of deep learning, i.e., deep neural networks, can be characterized by dividing the total error into three main types: approximation error, optimization error, and generalization error. Whereas there are some satisfactory…

Machine Learning · Statistics 2021-11-03 Pengzhan Jin , Lu Lu , Yifa Tang , George Em Karniadakis

Deep learning has been shown to achieve impressive results in several domains like computer vision and natural language processing. A key element of this success has been the development of new loss functions, like the popular cross-entropy…

Machine Learning · Computer Science 2019-07-19 Francesco Giannini , Giuseppe Marra , Michelangelo Diligenti , Marco Maggini , Marco Gori

Normalized gradient descent has shown substantial success in speeding up the convergence of exponentially-tailed loss functions (which includes exponential and logistic losses) on linear classifiers with separable data. In this paper, we go…

Machine Learning · Computer Science 2023-06-28 Hossein Taheri , Christos Thrampoulidis

We introduce a novel unsupervised loss function for learning semantic segmentation with deep convolutional neural nets (ConvNet) when densely labeled training images are not available. More specifically, the proposed loss function penalizes…

Computer Vision and Pattern Recognition · Computer Science 2018-08-09 Mehran Javanmardi , Mehdi Sajjadi , Ting Liu , Tolga Tasdizen

Fundamental machine learning theory shows that different samples contribute unequally both in learning and testing processes. Contemporary studies on DNN imply that such sample difference is rooted on the distribution of intrinsic pattern…

Machine Learning · Computer Science 2021-08-19 Chi Zhang , Xiaoning Ma , Yu Liu , Le Wang , Yuanqi Su , Yuehu Liu

In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of various large margin classifiers. The…

Statistics Theory · Mathematics 2011-11-10 Xiaotong Shen , Lifeng Wang

We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable…

Machine Learning · Statistics 2012-06-08 Hannes Nickisch , Matthias Seeger

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg

Mobile crowdsensing (MCS) leverages distributed and non-dedicated sensing concepts by utilizing sensors imbedded in a large number of mobile smart devices. However, the openness and distributed nature of MCS leads to various vulnerabilities…

Machine Learning · Computer Science 2024-10-28 Zhiyan Chen , Murat Simsek , Burak Kantarci

Federated learning has attracted significant attention as a privacy-preserving framework for training personalised models on multi-source heterogeneous data. However, most existing approaches are unable to handle scenarios where subgroup…

Methodology · Statistics 2025-10-14 Changxin Yang , Zhongyi Zhu , Heng Lian

Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…

Machine Learning · Computer Science 2022-05-31 Yu Bai , Song Mei , Huan Wang , Yingbo Zhou , Caiming Xiong

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…

Machine Learning · Statistics 2020-02-10 Muhammad Osama , Dave Zachariah , Peter Stoica

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