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We establish generic uniform convergence guarantees for Gaussian data in terms of the Rademacher complexity of the hypothesis class and the Lipschitz constant of the square root of the scalar loss function. We show how these guarantees…

Machine Learning · Statistics 2023-06-26 Lijia Zhou , Zhen Dai , Frederic Koehler , Nathan Srebro

We consider bounds on the generalization performance of the least-norm linear regressor, in the over-parameterized regime where it can interpolate the data. We describe a sense in which any generalization bound of a type that is commonly…

Machine Learning · Statistics 2021-10-19 Peter L. Bartlett , Philip M. Long

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

Most prior results on differentially private stochastic gradient descent (DP-SGD) are derived under the simplistic assumption of uniform Lipschitzness, i.e., the per-sample gradients are uniformly bounded. We generalize uniform…

Machine Learning · Computer Science 2023-06-07 Rudrajit Das , Satyen Kale , Zheng Xu , Tong Zhang , Sujay Sanghavi

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

Recently, contrastive learning has found impressive success in advancing the state of the art in solving various machine learning tasks. However, the existing generalization analysis is very limited or even not meaningful. In particular,…

Machine Learning · Computer Science 2023-03-01 Yunwen Lei , Tianbao Yang , Yiming Ying , Ding-Xuan Zhou

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

Probability · Mathematics 2011-07-26 Arnab Ganguly , Debasish Chatterjee , John Lygeros , Heinz Koeppl

Iteration complexities for optimizing smooth functions with first-order algorithms are typically stated in terms of a global Lipschitz constant of the gradient, and near-optimal results are then achieved using fixed step sizes. But many…

Optimization and Control · Mathematics 2026-05-19 Curtis Fox , Aaron Mishkin , Sharan Vaswani , Mark Schmidt

This paper provides statistical guarantees on the accuracy of dynamical models learned from dependent data sequences. Specifically, we develop uniform error bounds that apply to quantized models and imperfect optimization algorithms…

Machine Learning · Computer Science 2026-02-18 Abdelkader Metakalard , Fabien Lauer , Kevin Colin , Marion Gilson

Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…

Machine Learning · Statistics 2017-02-28 Olivier Bachem , Mario Lucic , S. Hamed Hassani , Andreas Krause

We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…

Machine Learning · Computer Science 2025-02-19 Jiuyao Lu , Aaron Roth , Mirah Shi

In the present paper, we use a generalised shift operator in order to define a generalised modulus of smoothness. By its means, we define generalised Lipschitz classes of functions, and we give their constructive characteristics.…

Functional Analysis · Mathematics 2014-01-28 Faton M. Berisha , Nimete Sh. Berisha

Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…

Machine Learning · Computer Science 2025-02-07 Mehrnaz Mofakhami , Ioannis Mitliagkas , Gauthier Gidel

We derive generalization bounds for learning algorithms based on their robustness: the property that if a testing sample is "similar" to a training sample, then the testing error is close to the training error. This provides a novel…

Machine Learning · Computer Science 2015-03-17 Huan Xu , Shie Mannor

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…

Machine Learning · Statistics 2026-04-09 Jiang Yu Nguwi , Nicolas Privault

Algorithmic stability is a key characteristic to ensure the generalization ability of a learning algorithm. Among different notions of stability, \emph{uniform stability} is arguably the most popular one, which yields exponential…

Machine Learning · Computer Science 2021-07-14 Zhun Deng , Hangfeng He , Weijie J. Su

Generalization bounds which assess the difference between the true risk and the empirical risk have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…

Machine Learning · Computer Science 2020-02-25 Yossi Adi , Yaniv Nemcovsky , Alex Schwing , Tamir Hazan

Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of…

Combinatorics · Mathematics 2022-06-01 Lutz Warnke

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity…

Numerical Analysis · Mathematics 2024-05-08 Markus Holzleitner , Sergei Pereverzyev