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This paper studies a Nystr\"om type subsampling approach to large kernel learning methods in the misspecified case, where the target function is not assumed to belong to the reproducing kernel Hilbert space generated by the underlying…

Machine Learning · Statistics 2018-06-05 Shuai Lu , Peter Mathé , Sergiy Pereverzyev

We study approximation and statistical learning properties of deep ReLU networks under structural assumptions that mitigate the curse of dimensionality. We prove minimax-optimal uniform approximation rates for $s$-H\"older smooth functions…

Statistics Theory · Mathematics 2026-02-06 Thomas Nagler , Sophie Langer

This paper demonstrates the robustness of Lipschitz-regularized $\alpha$-divergences as objective functionals in generative modeling, showing they enable stable learning across a wide range of target distributions with minimal assumptions.…

Machine Learning · Statistics 2025-09-09 Ziyu Chen , Hyemin Gu , Markos A. Katsoulakis , Luc Rey-Bellet , Wei Zhu

We develop a stochastic trust-region algorithm for minimizing the sum of a possibly nonconvex Lipschitz-smooth function that can only be evaluated stochastically and a nonsmooth, deterministic, convex function. This algorithm, which we call…

Optimization and Control · Mathematics 2025-10-06 Robert J. Baraldi , Aurya Javeed , Drew P. Kouri , Katya Scheinberg

Randomized smoothing has become a leading approach for certifying adversarial robustness in machine learning models. However, a persistent gap remains between theoretical certified robustness and empirical robustness accuracy. This paper…

Machine Learning · Computer Science 2025-04-10 Blaise Delattre , Paul Caillon , Quentin Barthélemy , Erwan Fagnou , Alexandre Allauzen

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Methodology · Statistics 2026-03-31 Hongseok Namkoong

We study the oracle complexity of nonsmooth nonconvex optimization, with the algorithm assumed to have access only to local function information. It has been shown by Davis, Drusvyatskiy, and Jiang (2023) that for nonsmooth Lipschitz…

Optimization and Control · Mathematics 2024-09-17 Guy Kornowski , Swati Padmanabhan , Ohad Shamir

Optimization of convex functions under stochastic zeroth-order feedback has been a major and challenging question in online learning. In this work, we consider the problem of optimizing second-order smooth and strongly convex functions…

Machine Learning · Computer Science 2024-07-01 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

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

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

Optimization and Control · Mathematics 2022-06-22 Teodor Rotaru , François Glineur , Panagiotis Patrinos

We study the problem of estimating the score function of an unknown probability distribution $\rho^*$ from $n$ independent and identically distributed observations in $d$ dimensions. Assuming that $\rho^*$ is subgaussian and has a…

Statistics Theory · Mathematics 2024-06-13 Andre Wibisono , Yihong Wu , Kaylee Yingxi Yang

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…

Machine Learning · Statistics 2017-03-20 Andrea Locatelli , Alexandra Carpentier , Samory Kpotufe

We propose a new first-order method for minimizing nonconvex functions with Lipschitz continuous gradients and H\"older continuous Hessians. The proposed algorithm is a heavy-ball method equipped with two particular restart mechanisms. It…

Optimization and Control · Mathematics 2026-01-05 Naoki Marumo , Akiko Takeda

Bilevel programming has recently received a great deal of attention due to its abundant applications in many areas. The optimal value function approach provides a useful reformulation of the bilevel problem, but its utility is often limited…

Optimization and Control · Mathematics 2025-06-10 Jan Harold Alcantara , Akiko Takeda

Ensemble learning has achieved remarkable success in machine learning, but its reliance on numerous base learners limits its application in resource-constrained environments. This paper introduces an innovative "Margin-Maximizing…

Machine Learning · Computer Science 2024-09-20 Jinghui Yuan , Hao Chen , Renwei Luo , Feiping Nie

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

Optimization and Control · Mathematics 2026-05-15 Tommaso Giovannelli , Jingfu Tan , Luis Nunes Vicente

Robust risk minimisation has several advantages: it has been studied with regards to improving the generalisation properties of models and robustness to adversarial perturbation. We bound the distributionally robust risk for a model class…

Machine Learning · Statistics 2018-09-06 Zac Cranko , Simon Kornblith , Zhan Shi , Richard Nock

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint