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Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study the properties of empirical risk minimization for time series. The analysis is carried out in a general framework that…

Machine Learning · Statistics 2021-08-12 Christian Brownlees , Jordi Llorens-Terrazas

Minimizing the empirical risk is a popular training strategy, but for learning tasks where the data may be noisy or heavy-tailed, one may require many observations in order to generalize well. To achieve better performance under less…

Machine Learning · Statistics 2018-10-16 Matthew J. Holland , Kazushi Ikeda

Empirical risk minimization is the main tool for prediction problems, but its extension to relational data remains unsolved. We solve this problem using recent ideas from graph sampling theory to (i) define an empirical risk for relational…

Machine Learning · Statistics 2019-02-25 Victor Veitch , Morgane Austern , Wenda Zhou , David M. Blei , Peter Orbanz

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

Classical supervised learning via empirical risk (or negative log-likelihood) minimization hinges upon the assumption that the testing distribution coincides with the training distribution. This assumption can be challenged in modern…

Optimization and Control · Mathematics 2020-10-02 Yassine Laguel , Jérôme Malick , Zaid Harchaoui

We study the problem of deleting user data from machine learning models trained using empirical risk minimization. Our focus is on learning algorithms which return the empirical risk minimizer and approximate unlearning algorithms that…

Machine Learning · Statistics 2022-09-27 Vinith M. Suriyakumar , Ashia C. Wilson

With the deluge of digitized information in the Big Data era, massive datasets are becoming increasingly available for learning predictive models. However, in many practical situations, the poor control of the data acquisition processes may…

Machine Learning · Statistics 2022-11-02 Stephan Clémençon , Pierre Laforgue

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

We propose self-adaptive training---a new training algorithm that dynamically corrects problematic training labels by model predictions without incurring extra computational cost---to improve generalization of deep learning for potentially…

Machine Learning · Computer Science 2020-10-01 Lang Huang , Chao Zhang , Hongyang Zhang

In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…

Machine Learning · Statistics 2016-11-22 Murat A. Erdogdu , Mohsen Bayati , Lee H. Dicker

Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…

Machine Learning · Statistics 2024-11-20 Ayoub El Hanchi , Chris J. Maddison , Murat A. Erdogdu

A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…

Machine Learning · Statistics 2023-02-24 Jiangshe Zhang , Lizhen Ji , Fei Gao , Mengyao Li

Graphical models trained using maximum likelihood are a common tool for probabilistic inference of marginal distributions. However, this approach suffers difficulties when either the inference process or the model is approximate. In this…

Machine Learning · Computer Science 2012-06-18 Justin Domke

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

In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…

Machine Learning · Statistics 2018-03-23 Giulia Denevi , Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

In many estimation problems, e.g. linear and logistic regression, we wish to minimize an unknown objective given only unbiased samples of the objective function. Furthermore, we aim to achieve this using as few samples as possible. In the…

Machine Learning · Statistics 2015-02-26 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Consider semi-supervised learning for classification, where both labeled and unlabeled data are available for training. The goal is to exploit both datasets to achieve higher prediction accuracy than just using labeled data alone. We…

Machine Learning · Statistics 2019-06-20 Xinwei Zhang , Zhiqiang Tan

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff
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