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We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Alberto Bemporad

Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable learning and provide out-of-sample generalization by using…

Machine Learning · Statistics 2023-08-21 Santiago Mazuelas , Mauricio Romero , Peter Grünwald

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

A key assumption in supervised learning is that training and test data follow the same probability distribution. However, this fundamental assumption is not always satisfied in practice, e.g., due to changing environments, sample selection…

Machine Learning · Computer Science 2021-12-21 Nan Lu , Tianyi Zhang , Tongtong Fang , Takeshi Teshima , Masashi Sugiyama

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

We consider the problem of Learning from Label Proportions (LLP), a weakly supervised classification setup where instances are grouped into "bags", and only the frequency of class labels at each bag is available. Albeit, the objective of…

Machine Learning · Computer Science 2023-02-15 Robert Istvan Busa-Fekete , Heejin Choi , Travis Dick , Claudio Gentile , Andres Munoz medina

Imitation learning often assumes that demonstrations are close to optimal according to some fixed, but unknown, cost function. However, according to satisficing theory, humans often choose acceptable behavior based on their personal (and…

Machine Learning · Computer Science 2025-05-27 Rushit N. Shah , Nikolaos Agadakos , Synthia Sasulski , Ali Farajzadeh , Sanjiban Choudhury , Brian Ziebart

Designing a competent meta-reinforcement learning (meta-RL) algorithm in terms of data usage remains a central challenge to be tackled for its successful real-world applications. In this paper, we propose a sample-efficient meta-RL…

Machine Learning · Computer Science 2023-12-12 Jaeuk Shin , Giho Kim , Howon Lee , Joonho Han , Insoon Yang

This paper proposes a deep representation learning using an information-theoretic loss with an aim to increase the inter-class distances as well as within-class similarity in the embedded space. Tasks such as anomaly and out-of-distribution…

Machine Learning · Computer Science 2022-02-08 Shin Ando

Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…

Machine Learning · Computer Science 2017-01-03 Bo Dai , Niao He , Yunpeng Pan , Byron Boots , Le Song

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as…

Machine Learning · Statistics 2021-06-04 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

Meta-learning methods have shown an impressive ability to train models that rapidly learn new tasks. However, these methods only aim to perform well in expectation over tasks coming from some particular distribution that is typically…

Machine Learning · Computer Science 2020-06-22 Liam Collins , Aryan Mokhtari , Sanjay Shakkottai

Learning from a limited number of samples is challenging since the learned model can easily become overfitted based on the biased distribution formed by only a few training examples. In this paper, we calibrate the distribution of these…

Machine Learning · Computer Science 2021-08-17 Shuo Yang , Lu Liu , Min Xu

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

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…

Statistics Theory · Mathematics 2024-03-29 T. Tony Cai , Dongwoo Kim , Hongming Pu

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…

Machine Learning · Computer Science 2013-02-26 Ting Hu , Jun Fan , Qiang Wu , Ding-Xuan Zhou

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Optimization and Control · Mathematics 2025-08-25 Taotao He , Jun Luo , Junkai Zhao