Related papers: Trade-off Between Dependence and Complexity for No…
We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…
We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…
Traditional statistical learning theory relies on the assumption that data are identically and independently distributed (i.i.d.). However, this assumption often does not hold in many real-life applications. In this survey, we explore…
Dynamic nonlinear systems exhibit distortions arising from coupled static and dynamic effects. Their intertwined nature poses major challenges for data-driven modeling. This paper presents a theoretical framework grounded in structured…
The bias-variance trade-off is a central concept in supervised learning. In classical statistics, increasing the complexity of a model (e.g., number of parameters) reduces bias but also increases variance. Until recently, it was commonly…
Learning from time series is fundamentally different from learning from i.i.d.\ data: temporal dependence can make long sequences effectively information-poor, yet standard evaluation protocols conflate sequence length with statistical…
This work initiates a general study of learning and generalization without the i.i.d. assumption, starting from first principles. While the traditional approach to statistical learning theory typically relies on standard assumptions from…
This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic chaining with a coupling-based strategy. Our framework…
We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…
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…
Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…
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…
A crucial assumption in most statistical learning theory is that samples are independently and identically distributed (i.i.d.). However, for many real applications, the i.i.d. assumption does not hold. We consider learning problems in…
Statistical learning theory has largely focused on learning and generalization given independent and identically distributed (i.i.d.) samples. Motivated by applications involving time-series data, there has been a growing literature on…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We address the general task of learning with a set of candidate models that is too large to have a uniform convergence of empirical estimates to true losses. While the common approach to such challenges is SRM (or regularization) based…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
By transferring knowledge learned from seen/previous tasks, meta learning aims to generalize well to unseen/future tasks. Existing meta-learning approaches have shown promising empirical performance on various multiclass classification…
Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…
Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…