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We study square loss in a realizable time-series framework with martingale difference noise. Our main result is a fast rate excess risk bound which shows that whenever a trajectory hypercontractivity condition holds, the risk of the…

Machine Learning · Computer Science 2024-06-14 Ingvar Ziemann , Stephen Tu

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)…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Liu Yang

We derive upper bounds for random design linear regression with dependent ($\beta$-mixing) data absent any realizability assumptions. In contrast to the strictly realizable martingale noise regime, no sharp instance-optimal non-asymptotics…

Machine Learning · Computer Science 2023-10-30 Ingvar Ziemann , Stephen Tu , George J. Pappas , Nikolai Matni

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

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…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

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…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…

Machine Learning · Statistics 2014-10-14 Shahar Mendelson

The explicit regularization and optimality of deep neural networks estimators from independent data have made considerable progress recently. The study of such properties on dependent data is still a challenge. In this paper, we carry out…

Machine Learning · Statistics 2025-07-09 William Kengne , Modou Wade

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…

Statistics Theory · Mathematics 2024-02-16 Leon Lufkin , Yihong Wu , Jiaming Xu

In this paper, we investigate the impact of compression on stochastic gradient algorithms for machine learning, a technique widely used in distributed and federated learning. We underline differences in terms of convergence rates between…

Machine Learning · Computer Science 2025-07-25 Constantin Philippenko , Aymeric Dieuleveut

In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn $x=(x_1,\ldots,x_n) \in \{0,1\}^n$ from a stream of random linear equations over $\mathrm{F}_2$ that are correct with…

Machine Learning · Computer Science 2021-07-07 Sumegha Garg , Pravesh K. Kothari , Pengda Liu , Ran Raz

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Statistics Theory · Mathematics 2024-01-18 Nabarun Deb , Debarghya Mukherjee

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

The problem of devising learning strategies for discrete losses (e.g., multilabeling, ranking) is currently addressed with methods and theoretical analyses ad-hoc for each loss. In this paper we study a least-squares framework to…

Machine Learning · Computer Science 2018-10-17 Alex Nowak-Vila , Francis Bach , Alessandro Rudi

Federated learning has attracted significant recent attention due to its applicability across a wide range of settings where data is collected and analyzed across disparate locations. In this paper, we study federated nonparametric…

Statistics Theory · Mathematics 2024-06-12 T. Tony Cai , Abhinav Chakraborty , Lasse Vuursteen

Classifiers built with neural networks handle large-scale high dimensional data, such as facial images from computer vision, extremely well while traditional statistical methods often fail miserably. In this paper, we attempt to understand…

Machine Learning · Statistics 2020-02-04 Tianyang Hu , Zuofeng Shang , Guang Cheng
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