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In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Machine Learning · Statistics 2016-09-28 Qi Meng , Yue Wang , Wei Chen , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

In this work we investigate to which extent one can recover class probabilities within the empirical risk minimization (ERM) paradigm. The main aim of our paper is to extend existing results and emphasize the tight relations between…

Machine Learning · Computer Science 2020-07-22 Alexander Mey , Marco Loog

This note establishes a theoretical framework for finding (potentially overparameterized) approximations of a function on a compact set with a-priori bounds for the generalization error. The approximation method considered is to choose,…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Arthur C. B. de Oliveira , Ruigang Wang , Ian R. Manchester , Eduardo D. Sontag

Increasing amounts of available data have led to a heightened need for representing large-scale probabilistic knowledge bases. One approach is to use a probabilistic database, a model with strong assumptions that allow for efficiently…

Artificial Intelligence · Computer Science 2019-04-04 Tal Friedman , Guy Van den Broeck

Constructing confidence intervals that are simultaneously valid across a class of estimates is central to tasks such as multiple mean estimation, generalization guarantees, and adaptive experimental design. We frame this as an ``error…

Machine Learning · Computer Science 2026-02-05 Sanath Kumar Krishnamurthy , Anna Lyubarskaja , Emma Brunskill , Susan Athey

Existing generalization theories analyze the generalization performance mainly based on the model complexity and training process. The ignorance of the task properties, which results from the widely used IID assumption, makes these theories…

Machine Learning · Computer Science 2019-12-02 Guanhua Zheng , Jitao Sang , Houqiang Li , Jian Yu , Changsheng Xu

We study model evaluation and model selection from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from the same population. We believe that GA is one way formally to address…

Machine Learning · Statistics 2016-10-19 Ning Xu , Jian Hong , Timothy C. G. Fisher

Autoregressive moving average (ARMA) models are widely used for analyzing time series data. However, standard likelihood-based inference methodology for ARMA models has avoidable limitations. We show that currently accepted standards for…

Methodology · Statistics 2025-10-28 Jesse Wheeler , Edward L. Ionides

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo

We develop a formalism for constructing stochastic upper bounds on the expected full sample risk for supervised classification tasks via the Hilbert coresets approach within a transductive framework. We explicitly compute tight and…

Machine Learning · Computer Science 2021-03-30 Spencer Douglas , Piyush Kumar , R. K. Prasanth

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…

Machine Learning · Computer Science 2019-03-07 Stephan Sloth Lorenzen , Christian Igel , Yevgeny Seldin

Meta-learning optimizes an inductive bias---typically in the form of the hyperparameters of a base-learning algorithm---by observing data from a finite number of related tasks. This paper presents an information-theoretic bound on the…

Machine Learning · Computer Science 2021-02-09 Arezou Rezazadeh , Sharu Theresa Jose , Giuseppe Durisi , Osvaldo Simeone

Since exact probabilistic inference is intractable in general for large multiply connected belief nets, approximate methods are required. A promising approach is to use heuristic search among hypotheses (instantiations of the network) to…

Artificial Intelligence · Computer Science 2013-03-26 Max Henrion

It has been experimentally observed in recent years that multi-layer artificial neural networks have a surprising ability to generalize, even when trained with far more parameters than observations. Is there a theoretical basis for this?…

Machine Learning · Statistics 2018-09-19 Andrew R. Barron , Jason M. Klusowski

In continual learning, knowledge must be preserved and re-used between tasks, maintaining good transfer to future tasks and minimizing forgetting of previously learned ones. While several practical algorithms have been devised for this…

Machine Learning · Computer Science 2025-08-19 Lior Friedman , Ron Meir

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…

Statistics Theory · Mathematics 2021-08-16 Arash Behboodi , Holger Rauhut , Ekkehard Schnoor

Meta-learning automatically infers an inductive bias by observing data from a number of related tasks. The inductive bias is encoded by hyperparameters that determine aspects of the model class or training algorithm, such as initialization…

Machine Learning · Computer Science 2020-11-10 Sharu Theresa Jose , Osvaldo Simeone , Giuseppe Durisi