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Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

We formulate weighted graph clustering as a prediction problem: given a subset of edge weights we analyze the ability of graph clustering to predict the remaining edge weights. This formulation enables practical and theoretical comparison…

Machine Learning · Computer Science 2010-09-03 Yevgeny Seldin

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization…

Machine Learning · Statistics 2015-01-14 Pascal Germain , Amaury Habrard , Francois Laviolette , Emilie Morvant

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

The Sliced-Wasserstein distance (SW) is a computationally efficient and theoretically grounded alternative to the Wasserstein distance. Yet, the literature on its statistical properties -- or, more accurately, its generalization properties…

Machine Learning · Statistics 2023-06-01 Ruben Ohana , Kimia Nadjahi , Alain Rakotomamonjy , Liva Ralaivola

We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time. Moreover, data may depend on the decision of the time when…

Optimization and Control · Mathematics 2023-10-17 Tianyi Liu , Yifan Lin , Enlu Zhou

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We study the relationship between gradient-based optimization of parametric models (e.g., neural networks) and optimization of linear combinations of random features. Our main result shows that if a parametric model can be learned using…

Machine Learning · Computer Science 2025-05-16 Ari Karchmer , Eran Malach

The topics dicussed in this paper take their origin inthe estimation of the Gram matrix of a random vector from a sample made of n independent copies. They comprise the estimation of the covariance matrix and the study of least squares…

Statistics Theory · Mathematics 2016-03-17 Olivier Catoni

We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…

Machine Learning · Computer Science 2018-09-20 Dominic Richards , Patrick Rebeschini

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

Machine Learning · Statistics 2025-04-02 Eméric Gbaguidi

Deep neural networks generalize well despite being heavily overparameterized, in apparent contradiction with classical learning theory based on uniform convergence over fixed hypothesis spaces. Uniform bounds over the entire parameter space…

Machine Learning · Statistics 2026-05-15 Hubert Leroux , Jean Marcus , Julien Roger

Multiclass neural networks are a common tool in modern unsupervised domain adaptation, yet an appropriate theoretical description for their non-uniform sample complexity is lacking in the adaptation literature. To fill this gap, we propose…

Machine Learning · Computer Science 2022-07-13 Anthony Sicilia , Katherine Atwell , Malihe Alikhani , Seong Jae Hwang

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We present a comprehensive study of multilayer neural networks with binary activation, relying on the PAC-Bayesian theory. Our contributions are twofold: (i) we develop an end-to-end framework to train a binary activated deep neural…

Machine Learning · Computer Science 2020-02-05 Gaël Letarte , Pascal Germain , Benjamin Guedj , François Laviolette

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in…

Machine Learning · Statistics 2022-09-20 Sejun Park , Umut Şimşekli , Murat A. Erdogdu
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