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We investigate the calibration of estimations to increase performance with an optimal monotone transform on the estimator outputs. We start by studying the traditional square error setting with its weighted variant and show that the optimal…

Machine Learning · Computer Science 2021-11-02 Kaan Gokcesu , Hakan Gokcesu

The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

Machine Learning · Computer Science 2024-08-13 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

We study the task of learning Multi-Index Models (MIMs) with label noise under the Gaussian distribution. A $K$-MIM is any function $f$ that only depends on a $K$-dimensional subspace. We focus on well-behaved MIMs with finite ranges that…

Machine Learning · Computer Science 2025-04-15 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Nikos Zarifis

We investigate approximation guarantees provided by logistic regression for the fundamental problem of agnostic learning of homogeneous halfspaces. Previously, for a certain broad class of "well-behaved" distributions on the examples,…

Machine Learning · Computer Science 2022-02-01 Ziwei Ji , Kwangjun Ahn , Pranjal Awasthi , Satyen Kale , Stefani Karp

We study the fundamental problem of learning a single neuron, i.e., a function of the form $\mathbf{x}\mapsto\sigma(\mathbf{w}\cdot\mathbf{x})$ for monotone activations $\sigma:\mathbb{R}\mapsto\mathbb{R}$, with respect to the $L_2^2$-loss…

Machine Learning · Computer Science 2022-06-20 Ilias Diakonikolas , Vasilis Kontonis , Christos Tzamos , Nikos Zarifis

We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…

Data Structures and Algorithms · Computer Science 2019-05-30 David Durfee , Yu Gao , Anup B. Rao , Sebastian Wild

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…

Statistics Theory · Mathematics 2013-04-26 Oleg Lepski , Nora Serdyukova

To enhance the reproducibility and reliability of deep learning models, we address a critical gap in current training methodologies: the lack of mechanisms that ensure consistent and robust performance across runs. Our empirical analysis…

Machine Learning · Computer Science 2026-01-05 Waqas Ahmed , Sheeba Samuel , Kevin Coakley , Birgitta Koenig-Ries , Odd Erik Gundersen

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…

Machine Learning · Computer Science 2019-05-16 Chen Huang , Shuangfei Zhai , Walter Talbott , Miguel Angel Bautista , Shih-Yu Sun , Carlos Guestrin , Josh Susskind

Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…

Machine Learning · Computer Science 2024-03-25 André Bertolace , Konstatinos Gatsis , Kostas Margellos

Deep learning has achieved remarkable success across a wide range of tasks, but its models often suffer from instability and vulnerability: small changes to the input may drastically affect predictions, while optimization can be hindered by…

Machine Learning · Computer Science 2025-10-30 Blaise Delattre

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

In stochastic convex optimization problems, most existing adaptive methods rely on prior knowledge about the diameter bound $D$ when the smoothness or the Lipschitz constant is unknown. This often significantly affects performance as only a…

Optimization and Control · Mathematics 2025-10-08 Clément Lezane , Alexandre d'Aspremont

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

We study the problem of learning an unknown function using random feature models. Our main contribution is an exact asymptotic analysis of such learning problems with Gaussian data. Under mild regularity conditions for the feature matrix,…

Information Theory · Computer Science 2020-08-28 Oussama Dhifallah , Yue M. Lu

This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

Large language models (LLMs), such as ChatGPT and GPT4, have shown outstanding performance in many human life task. Attention computation plays an important role in training LLMs. Softmax unit and ReLU unit are the key structure in…

Machine Learning · Computer Science 2023-08-17 Yichuan Deng , Zhao Song , Shenghao Xie

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

Machine Learning · Statistics 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry