Related papers: A General Equivalence Theorem for Crossover Design…
In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…
Clapeyron's Theorem in classical linear elasticity provides a way to explicitly express the energy stored in an equilibrium configuration in terms of the work of the forces applied on the boundary. We derive several new integral relations…
We prove a universality theorem for learning with random features. Our result shows that, in terms of training and generalization errors, a random feature model with a nonlinear activation function is asymptotically equivalent to a…
We consider a singularly perturbed semilinear boundary value problem of a general form that allows various types of turning points. A solution decomposition is derived that separates the potential exponential boundary layer terms. The…
In this paper, we address the problem of designing an experimental plan with both discrete and continuous factors under fairly general parametric statistical models. We propose a new algorithm, named ForLion, to search for locally optimal…
We present a path algorithm for the generalized lasso problem. This problem penalizes the $\ell_1$ norm of a matrix D times the coefficient vector, and has a wide range of applications, dictated by the choice of D. Our algorithm is based on…
One of the major open problems in machine learning is to characterize generalization in the overparameterized regime, where most traditional generalization bounds become inconsistent even for overparameterized linear regression. In many…
We study model evaluation and model selection from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from the same population. We believe that GA is one way formally to address…
The field of machine have seen rising applications of equivariance criterion. However, there is no systematic way to justify its usage, including why it works, whether there is an optimal solution and if so, what form it carries. In this…
A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…
We consider a general class of non-linear Bellman equations. These open up a design space of algorithms that have interesting properties, which has two potential advantages. First, we can perhaps better model natural phenomena. For…
We derive a generalized deviation equation -- analogous to the well-known geodesic deviation equation -- for test bodies in General Relativity. Our result encompasses and generalizes previous extensions of the standard geodesic deviation…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…
We obtain sufficient conditions ensuring the topological equivalence of two perturbed difference linear systems whose linear part has a property of generalized exponential dichotomy. When the exponential dichotomy is verified, we obtain a…
This work studies the global convergence and implicit bias of Gauss Newton's (GN) when optimizing over-parameterized one-hidden layer networks in the mean-field regime. We first establish a global convergence result for GN in the…
Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper…
We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…
We consider the problem of calculating learning curves (i.e., average generalization performance) of Gaussian processes used for regression. On the basis of a simple expression for the generalization error, in terms of the eigenvalue…