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Constructing confidence intervals that are simultaneously valid across a class of estimates is central to tasks such as multiple mean estimation, generalization guarantees, and adaptive experimental design. We frame this as an ``error…

Machine Learning · Computer Science 2026-02-05 Sanath Kumar Krishnamurthy , Anna Lyubarskaja , Emma Brunskill , Susan Athey

Verifying uniform conditions over continuous spaces through random sampling is fundamental in machine learning and control theory, yet classical coverage analyses often yield conservative bounds, particularly at small failure probabilities.…

Machine Learning · Computer Science 2025-12-15 Lyu Yuhuan

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

In the Mixup training paradigm, a model is trained using convex combinations of data points and their associated labels. Despite seeing very few true data points during training, models trained using Mixup seem to still minimize the…

Machine Learning · Computer Science 2022-02-22 Muthu Chidambaram , Xiang Wang , Yuzheng Hu , Chenwei Wu , Rong Ge

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

We show generalisation error bounds for deep learning with two main improvements over the state of the art. (1) Our bounds have no explicit dependence on the number of classes except for logarithmic factors. This holds even when formulating…

Machine Learning · Computer Science 2021-02-23 Antoine Ledent , Waleed Mustafa , Yunwen Lei , Marius Kloft

A fundamental problem in adversarial machine learning is to quantify how much training data is needed in the presence of evasion attacks. In this paper we address this issue within the framework of PAC learning, focusing on the class of…

Machine Learning · Computer Science 2022-05-13 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Statistics Theory · Mathematics 2024-01-18 Nabarun Deb , Debarghya Mukherjee

Understanding and certifying the generalization performance of machine learning algorithms -- i.e. obtaining theoretical estimates of the test error from the training error -- is a central theme of statistical learning theory. Among the…

Machine Learning · Computer Science 2026-05-26 Sho Sonoda , Kazumi Kasaura , Yuma Mizuno , Kei Tsukamoto , Naoto Onda

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

Transductive learning considers situations when a learner observes $m$ labelled training points and $u$ unlabelled test points with the final goal of giving correct answers for the test points. This paper introduces a new complexity measure…

Machine Learning · Statistics 2016-02-24 Ilya Tolstikhin , Nikita Zhivotovskiy , Gilles Blanchard

Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…

Machine Learning · Computer Science 2019-12-06 Arindam Banerjee , Qilong Gu , Vidyashankar Sivakumar , Zhiwei Steven Wu

We show that the Rademacher complexity-based framework can establish non-vacuous generalization bounds for Convolutional Neural Networks (CNNs) in the context of classifying a small set of image classes. A key technical advancement is the…

Machine Learning · Statistics 2025-03-03 Lan V. Truong

Consider the problem of learning a large number of response functions simultaneously based on the same input variables. The training data consist of a single independent random sample of the input variables drawn from a common distribution…

Machine Learning · Statistics 2021-11-30 Vincent Plassier , François Portier , Johan Segers

In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can…

Machine Learning · Computer Science 2016-10-19 Ilja Kuzborskij , Francesco Orabona

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data…

Machine Learning · Computer Science 2021-05-12 Song Fang , Quanyan Zhu

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne

Although evidence integration to the boundary model has successfully explained a wide range of behavioral and neural data in decision making under uncertainty, how animals learn and optimize the boundary remains unresolved. Here, we propose…

Neural and Evolutionary Computing · Computer Science 2024-08-13 Jamal Esmaily , Rani Moran , Yasser Roudi , Bahador Bahrami