Related papers: Scaling and renormalization in high-dimensional re…
Diffusion and flow-matching models scale because pretraining is supervised regression: a clean sample is noised analytically, and a model regresses against a closed-form target. RL post-training aligns the model with a reward. In image…
A regularized version of Mixture Models is proposed to learn a principal graph from a distribution of $D$-dimensional data points. In the particular case of manifold learning for ridge detection, we assume that the underlying manifold can…
Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…
Renormalization group (RG) methods are emerging as tools in biology and computer science to support the search for simplifying structure in distributions over high-dimensional spaces. We show that mixture models can be thought of as having…
We study theoretical predictive performance of ridge and ridge-less least-squares regression when covariate vectors arise from evaluating $p$ random, means-square continuous functions over a latent metric space at $n$ random and unobserved…
We consider $L^2$-regularized linear (ridge) regression over a finite data sample $X$ with bounded covariance and linear prediction targets $y$ with additive isotropic noise of finite variance. We present an iterative procedure to compute…
Reinforcement learning has achieved significant milestones, but sample efficiency remains a bottleneck for real-world applications. Recently, CrossQ has demonstrated state-of-the-art sample efficiency with a low update-to-data (UTD) ratio…
Compression techniques for deep neural network models are becoming very important for the efficient execution of high-performance deep learning systems on edge-computing devices. The concept of model compression is also important for…
We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
Successful deep learning models often involve training neural network architectures that contain more parameters than the number of training samples. Such overparametrized models have been extensively studied in recent years, and the…
In our era of enormous neural networks, empirical progress has been driven by the philosophy that more is better. Recent deep learning practice has found repeatedly that larger model size, more data, and more computation (resulting in lower…
Irreversible aggregation is revisited in view of recent work on renormalization of complex networks. Its scaling laws and phase transitions are related to percolation transitions seen in the latter. We illustrate our points by giving the…
Reinforcement learning is an emerging approach to control dynamical systems for which classical approaches are difficult to apply. However, trained agents may not generalize against the variations of system parameters. This paper presents…
High-dimensional data can often display heterogeneity due to heteroscedastic variance or inhomogeneous covariate effects. Penalized quantile and expectile regression methods offer useful tools to detect heteroscedasticity in…
While ridges in the scalogram, determined by the squared modulus of analytic wavelet transform (AWT), is a widely accepted concept and utilized in nonstationary time series analysis, their behavior in noisy environments remains…
A key property of neural networks is their capacity of adapting to data during training. Yet, our current mathematical understanding of feature learning and its relationship to generalization remain limited. In this work, we provide a…
Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…
Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…
Scaling laws for neural networks, in which the loss decays as a power-law in the number of parameters, data, and compute, depend fundamentally on the spectral structure of the data covariance, with power-law eigenvalue decay appearing…