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We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

Recently, long-tailed image classification harvests lots of research attention, since the data distribution is long-tailed in many real-world situations. Piles of algorithms are devised to address the data imbalance problem by biasing the…

Computer Vision and Pattern Recognition · Computer Science 2023-02-06 Chaowei Fang , Dingwen Zhang , Wen Zheng , Xue Li , Le Yang , Lechao Cheng , Junwei Han

We study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted…

Statistics Theory · Mathematics 2007-06-13 Yoav Freund , Yishay Mansour , Robert E. Schapire

In recent studies, the generalization properties for distributed learning and random features assumed the existence of the target concept over the hypothesis space. However, this strict condition is not applicable to the more common…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Weiping Wang

While the traditional formulation of machine learning tasks is in terms of performance on average, in practice we are often interested in how well a trained model performs on rare or difficult data points at test time. To achieve more…

Machine Learning · Computer Science 2025-12-29 Matthew J. Holland , Toma Hamada

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

Recent work across many machine learning disciplines has highlighted that standard descent methods, even without explicit regularization, do not merely minimize the training error, but also exhibit an implicit bias. This bias is typically…

Machine Learning · Computer Science 2020-06-22 Ziwei Ji , Miroslav Dudík , Robert E. Schapire , Matus Telgarsky

We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…

Numerical Analysis · Mathematics 2022-06-22 Youssef Diouane , Selime Gürol , Alexandre Scotto Di Perrotolo , Xavier Vasseur

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

Reinforcement learning algorithms typically assume rewards to be sampled from light-tailed distributions, such as Gaussian or bounded. However, a wide variety of real-world systems generate rewards that follow heavy-tailed distributions. We…

Machine Learning · Computer Science 2021-02-26 Vincent Zhuang , Yanan Sui

In this work we study randomised reduction strategies,a notion already known in the context of abstract reduction systems, for the $\lambda$-calculus. We develop a simple framework that allows us to prove a randomised strategy to be…

Logic in Computer Science · Computer Science 2019-11-12 Ugo Dal Lago , Gabriele Vanoni

Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…

Machine Learning · Statistics 2025-06-03 Benjamin Dupuis , Umut Şimşekli

Hypothesis-pruning maximizes the hypothesis updates for active learning to find those desired unlabeled data. An inherent assumption is that this learning manner can derive those updates into the optimal hypothesis. However, its convergence…

Machine Learning · Computer Science 2023-09-21 Xiaofeng Cao , Yaming Guo , Ivor W. Tsang , James T. Kwok

Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…

Statistics Theory · Mathematics 2025-10-09 Mengqi Lou , Guy Bresler , Ashwin Pananjady

In distributional or average-case analysis, the goal is to design an algorithm with good-on-average performance with respect to a specific probability distribution. Distributional analysis can be useful for the study of general-purpose…

Data Structures and Algorithms · Computer Science 2020-07-28 Tim Roughgarden

Heavy-tailed distributions naturally arise in several settings, from finance to telecommunications. While regret minimization under subgaussian or bounded rewards has been widely studied, learning with heavy-tailed distributions only gained…

Machine Learning · Computer Science 2024-02-13 Gianmarco Genalti , Lupo Marsigli , Nicola Gatti , Alberto Maria Metelli

Designing bounded-memory algorithms is becoming increasingly important nowadays. Previous works studying bounded-memory algorithms focused on proving impossibility results, while the design of bounded-memory algorithms was left relatively…

Machine Learning · Computer Science 2019-10-15 Michal Moshkovitz , Naftali Tishby

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

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi