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We consider a semi-supervised classification problem with non-stationary label-shift in which we observe a labelled data set followed by a sequence of unlabelled covariate vectors in which the marginal probabilities of the class labels may…

Statistics Theory · Mathematics 2024-05-29 Henry W J Reeve

We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss of the predictor on the next point conditioned on the set…

Machine Learning · Statistics 2016-03-15 Alexander Zimin , Christoph H. Lampert

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

Optimization and Control · Mathematics 2024-10-24 Wei Jiang , Sifan Yang , Yibo Wang , Lijun Zhang

When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function. Song (2014) recently developed a local asymptotic…

Statistics Theory · Mathematics 2014-03-12 Kyungchul Song

We introduce transfer learning for nonlinear dynamics, which enables efficient predictions of chaotic dynamics by utilizing a small amount of data. For the Lorenz chaos, by optimizing the transfer rate, we accomplish more accurate inference…

Fluid Dynamics · Physics 2020-10-07 Masanobu Inubushi , Susumu Goto

There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…

Methodology · Statistics 2025-10-30 Yuchang Lin , Qianqian Zhu , Guodong Li

We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…

Statistics Theory · Mathematics 2020-03-03 Rajarshi Mukherjee , Subhabrata Sen

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…

Statistics Theory · Mathematics 2012-11-16 Victor-Emmanuel Brunel

We aim to understand the value of additional labeled or unlabeled target data in transfer learning, for any given amount of source data; this is motivated by practical questions around minimizing sampling costs, whereby, target data is…

Machine Learning · Computer Science 2020-02-13 Steve Hanneke , Samory Kpotufe

Transfer learning plays a key role in modern data analysis when: (1) the target data are scarce but the source data are sufficient; (2) the distributions of the source and target data are heterogeneous. This paper develops an interpretable…

Machine Learning · Statistics 2024-01-31 Shuo Shuo Liu

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

Meta-Learning is a subarea of Machine Learning that aims to take advantage of prior knowledge to learn faster and with fewer data [1]. There are different scenarios where meta-learning can be applied, and one of the most common is algorithm…

Machine Learning · Computer Science 2019-10-17 Gean Trindade Pereira , Moisés dos Santos , Edesio Alcobaça , Rafael Mantovani , André Carvalho

Transfer Learning aims to optimally aggregate samples from a target distribution, with related samples from a so-called source distribution to improve target risk. Multiple procedures have been proposed over the last two decades to address…

Machine Learning · Statistics 2025-04-29 Steve Hanneke , Samory Kpotufe

In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…

Methodology · Statistics 2025-02-18 Xinyuan Fan , Chenlei Leng , Weichi Wu

Confidence estimation aims to quantify the confidence of the model prediction, providing an expectation of success. A well-calibrated confidence estimate enables accurate failure prediction and proper risk measurement when given noisy…

Computation and Language · Computer Science 2022-03-23 Yu Lu , Jiali Zeng , Jiajun Zhang , Shuangzhi Wu , Mu Li

We consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…

Statistics Theory · Mathematics 2012-01-26 Yuri I. Ingster , Theofanis Sapatinas , Irina A. Suslina

In contemporary statistical learning, covariate shift correction plays an important role in transfer learning when distribution of the testing data is shifted from the training data. Importance weighting, as a natural and principle strategy…

Methodology · Statistics 2022-04-13 Molei Liu , Yi Zhang , Katherine P Liao , Tianxi Cai

Neural Networks trained with gradient descent are known to be susceptible to catastrophic forgetting caused by parameter shift during the training process. In the context of Neural Machine Translation (NMT) this results in poor performance…

Computation and Language · Computer Science 2019-06-20 Ankur Bapna , Orhan Firat

Transfer learning is one of the subjects undergoing intense study in the area of machine learning. In object recognition and object detection there are known experiments for the transferability of parameters, but not for neural networks…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Ioannis Athanasiadis , Panagiotis Mousouliotis , Loukas Petrou