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Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…

Probability · Mathematics 2023-02-16 Simon Heuveline , Salem Said , Cyrus Mostajeran

We develop generalization error bounds for stochastic gradient descent (SGD) with label noise in non-convex settings under uniform dissipativity and smoothness conditions. Under a suitable choice of semimetric, we establish a contraction in…

Machine Learning · Statistics 2023-11-02 Jung Eun Huh , Patrick Rebeschini

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Machine Learning · Statistics 2024-02-20 Joe Benton , Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Statistical learning theory has largely focused on learning and generalization given independent and identically distributed (i.i.d.) samples. Motivated by applications involving time-series data, there has been a growing literature on…

Machine Learning · Computer Science 2019-06-24 Yuval Dagan , Constantinos Daskalakis , Nishanth Dikkala , Siddhartha Jayanti

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…

Machine Learning · Computer Science 2021-07-14 Yunwen Lei , Zhenhuan Yang , Tianbao Yang , Yiming Ying

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…

Statistics Theory · Mathematics 2021-11-22 Lam Si Tung Ho , Binh T. Nguyen , Vu Dinh , Duy Nguyen

The maximization of the (generalized) Rayleigh quotient is a central problem in numerical linear algebra. Conventional algorithms for its computation typically rely on matrix-adjoint products, making them sensitive to errors arising from…

Optimization and Control · Mathematics 2025-12-08 Jonas Bresch , Oleh Melnyk , Martin Schoen , Gabriele Steidl

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose…

Machine Learning · Statistics 2020-10-21 Ishaq Aden-Ali , Hassan Ashtiani , Gautam Kamath

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

We develop a generalized gradient expansion of the inhomogeneous dynamical mean-field theory method for determining properties of ultracold atoms in a trap. This approach goes beyond the well-known local density approximation and at higher…

Quantum Gases · Physics 2016-08-17 J. K. Freericks , Shuyang Han , Karlis Mikelsons , H. R. Krishnamurthy

We present a family of generalized Hessian estimators of the objective using random direction stochastic approximation (RDSA) by utilizing only noisy function measurements. The form of each estimator and the order of the bias depend on the…

Machine Learning · Computer Science 2026-02-24 Soumen Pachal , Prashanth L. A. , Shalabh Bhatnagar , Avinash Achar

PAC-Bayesian is an analysis framework where the training error can be expressed as the weighted average of the hypotheses in the posterior distribution whilst incorporating the prior knowledge. In addition to being a pure generalization…

Machine Learning · Computer Science 2022-02-07 Wei Huang , Chunrui Liu , Yilan Chen , Tianyu Liu , Richard Yi Da Xu

In this work, we unify several expected generalization error bounds based on random subsets using the framework developed by Hellstr\"om and Durisi [1]. First, we recover the bounds based on the individual sample mutual information from Bu…

Information Theory · Computer Science 2021-07-27 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

While statistics and machine learning offers numerous methods for ensuring generalization, these methods often fail in the presence of adaptivity---the common practice in which the choice of analysis depends on previous interactions with…

Machine Learning · Computer Science 2018-06-19 Kobbi Nissim , Adam Smith , Thomas Steinke , Uri Stemmer , Jonathan Ullman

The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…

Machine Learning · Computer Science 2020-12-23 Assaf Dauber , Meir Feder , Tomer Koren , Roi Livni

Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms. However, in its naive form, it can only deal with stochastic predictors while such predictors are rarely used and…

Machine Learning · Statistics 2019-11-22 Kohei Miyaguchi

Beginning with a relativistic action principle for the irrotational flow of collisionless matter, we compute higher order corrections to the Zel'dovich approximation by deriving a nonlinear Hamilton-Jacobi equation for the velocity…

Astrophysics · Physics 2015-06-24 D. S. Salopek , J. M. Stewart , K. M. Croudace

Statistical machine learning models trained with stochastic gradient algorithms are increasingly being deployed in critical scientific applications. However, computing the stochastic gradient in several such applications is highly expensive…

Machine Learning · Statistics 2021-11-16 Yanhao Jin , Tesi Xiao , Krishnakumar Balasubramanian

Query-driven machine learning models have emerged as a promising estimation technique for query selectivities. Yet, surprisingly little is known about the efficacy of these techniques from a theoretical perspective, as there exist…

Machine Learning · Statistics 2026-05-19 Peizhi Wu , Haoshu Xu , Ryan Marcus , Zachary G. Ives