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Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…

Machine Learning · Computer Science 2025-11-26 Peng Zhao , Yu-Hu Yan , Hang Yu , Zhi-Hua Zhou

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Supervised classification techniques use training samples to find classification rules with small expected 0-1 loss. Conventional methods achieve efficient learning and out-of-sample generalization by minimizing surrogate losses over…

Machine Learning · Statistics 2021-08-12 Santiago Mazuelas , Andrea Zanoni , Aritz Perez

Surrogate-assisted evolutionary algorithms (SAEAs) have been proposed to solve expensive optimization problems. Although SAEAs use surrogate models that approximate the evaluations of solutions using machine learning techniques, prior…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Yuki Hanawa , Tomohiro Harada , Yukiya Miura

The balanced loss is a widely adopted objective for multi-class classification under class imbalance. By assigning equal importance to all classes, regardless of their frequency, it promotes fairness and ensures that minority classes are…

Machine Learning · Computer Science 2026-01-01 Corinna Cortes , Mehryar Mohri , Yutao Zhong

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…

Machine Learning · Computer Science 2014-05-16 Elad Hazan , Tomer Koren , Kfir Y. Levy

In this paper, we prove the first Bayesian regret bounds for Thompson Sampling in reinforcement learning in a multitude of settings. We simplify the learning problem using a discrete set of surrogate environments, and present a refined…

Machine Learning · Statistics 2024-02-08 Ahmadreza Moradipari , Mohammad Pedramfar , Modjtaba Shokrian Zini , Vaneet Aggarwal

Test inputs fail not only when the system under test is faulty but also when the inputs are invalid or unrealistic. Failures resulting from invalid or unrealistic test inputs are spurious. Avoiding spurious failures improves the…

Software Engineering · Computer Science 2023-12-12 Baharin Aliashrafi Jodat , Abhishek Chandar , Shiva Nejati , Mehrdad Sabetzadeh

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

Machine Learning · Computer Science 2017-06-08 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational…

Machine Learning · Statistics 2009-01-06 Mark D. Reid , Robert C. Williamson

Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…

Machine Learning · Statistics 2021-10-20 Yan Shuo Tan , Abhineet Agarwal , Bin Yu

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Surrogate modeling is of great practical significance for parametric differential equation systems. In contrast to classical numerical methods, using physics-informed deep learning methods to construct simulators for such systems is a…

Numerical Analysis · Mathematics 2025-01-03 Xili Wang , Kejun Tang , Jiayu Zhai , Xiaoliang Wan , Chao Yang

In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can…

Machine Learning · Computer Science 2016-10-19 Ilja Kuzborskij , Francesco Orabona

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

Probability · Mathematics 2025-04-22 Haiyan Wang

Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is…

Neural and Evolutionary Computing · Computer Science 2019-06-12 Niru Maheswaranathan , Luke Metz , George Tucker , Dami Choi , Jascha Sohl-Dickstein

Scaling limits, such as infinite-width limits, serve as promising theoretical tools to study large-scale models. However, it is widely believed that existing infinite-width theory does not faithfully explain the behavior of practical…

Machine Learning · Computer Science 2025-10-28 Moritz Haas , Sebastian Bordt , Ulrike von Luxburg , Leena Chennuru Vankadara

Choosing the right selection rate is a long standing issue in evolutionary computation. In the continuous unconstrained case, we prove mathematically that a single parent $\mu=1$ leads to a sub-optimal simple regret in the case of the…

Neural and Evolutionary Computing · Computer Science 2020-06-22 Laurent Meunier , Yann Chevaleyre , Jeremy Rapin , Clément W. Royer , Olivier Teytaud

A recent line of works, initiated by Russo and Xu, has shown that the generalization error of a learning algorithm can be upper bounded by information measures. In most of the relevant works, the convergence rate of the expected…

Information Theory · Computer Science 2022-05-16 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu