Related papers: On the complexity of PAC learning in Hilbert space…
We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
We study kernel functions, and associated reproducing kernel Hilbert spaces $\mathscr{H}$ over infinite, discrete and countable sets $V$. Numerical analysis builds discrete models (e.g., finite element) for the purpose of finding…
We prove risk bounds for binary classification in high-dimensional settings when the sample size is allowed to be smaller than the dimensionality of the training set observations. In particular, we prove upper bounds for both 'compressive…
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…
We consider the nonlinear Kolmogorov equation posed in a Hilbert space $H$, not necessarily of finite dimension. This model was recently studied by Cox et al. [24] in the framework of weak convergence rates of stochastic wave models. Here,…
This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…
Geometric hitting set problems, in which we seek a smallest set of points that collectively hit a given set of ranges, are ubiquitous in computational geometry. Most often, the set is discrete and is given explicitly. We propose new…
In this work we present deep learning implementations of two popular theoretical constrained optimization algorithms in infinite dimensional Hilbert spaces, namely, the penalty and the augmented Lagrangian methods. We test these algorithms…
We initiate the study of tolerant adversarial PAC-learning with respect to metric perturbation sets. In adversarial PAC-learning, an adversary is allowed to replace a test point $x$ with an arbitrary point in a closed ball of radius $r$…
Many meta-learning approaches for few-shot learning rely on simple base learners such as nearest-neighbor classifiers. However, even in the few-shot regime, discriminatively trained linear predictors can offer better generalization. We…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
In this paper we combine the theory of reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with special emphasis on reproducing property of kernels. From the reproducing property of…
We give an elementary introduction to some recent polyhedral techniques for understanding and solving systems of multivariate polynomial equations. We provide numerous concrete examples and illustrations, and assume no background in…
We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…
These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…
We consider a binary supervised learning classification problem where instead of having data in a finite-dimensional Euclidean space, we observe measures on a compact space $\mathcal{X}$. Formally, we observe data $D_N = (\mu_1, Y_1),…
This paper is devoted to the bipartite ranking problem, a classical statistical learning task, in a high dimensional setting. We propose a scoring and ranking strategy based on the PAC-Bayesian approach. We consider nonlinear additive…
A classical result in learning theory shows the equivalence of PAC learnability of binary hypothesis classes and the finiteness of VC dimension. Extending this to the multiclass setting was an open problem, which was settled in a recent…