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Related papers: On the Efficiency of ERM in Feature Learning

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This paper investigates robust versions of the general empirical risk minimization algorithm, one of the core techniques underlying modern statistical methods. Success of the empirical risk minimization is based on the fact that for a…

Machine Learning · Statistics 2019-10-17 Stanislav Minsker , Timothée Mathieu

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

We study the sample complexity of multiclass prediction in several learning settings. For the PAC setting our analysis reveals a surprising phenomenon: In sharp contrast to binary classification, we show that there exist multiclass…

Machine Learning · Computer Science 2016-04-19 Amit Daniely , Sivan Sabato , Shai Ben-David , Shai Shalev-Shwartz

Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution $\mathsf{P}$ and returns a hypothesis $f$ chosen from a fixed class…

Machine Learning · Computer Science 2014-11-25 Nishant A. Mehta , Robert C. Williamson

We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data,…

Machine Learning · Statistics 2022-12-09 Andrea Della Vecchia , Ernesto De Vito , Lorenzo Rosasco

In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…

Machine Learning · Computer Science 2020-11-06 Ali Jadbabaie , Anuran Makur , Devavrat Shah

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

Statistics Theory · Mathematics 2024-04-09 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

We study over-parameterized classifiers where Empirical Risk Minimization (ERM) for learning leads to zero training error. In these over-parameterized settings there are many global minima with zero training error, some of which generalize…

Machine Learning · Computer Science 2023-12-05 Julius Martinetz , Thomas Martinetz

Theoretical analysis of the divide-and-conquer based distributed learning with least square loss in the reproducing kernel Hilbert space (RKHS) have recently been explored within the framework of learning theory. However, the studies on…

Machine Learning · Computer Science 2020-04-22 Yong Liu , Lizhong Ding , Weiping Wang

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…

Machine Learning · Computer Science 2013-02-26 Ting Hu , Jun Fan , Qiang Wu , Ding-Xuan Zhou

Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature…

Machine Learning · Computer Science 2024-12-18 Hongyu Shen , Zhizhen Zhao

Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…

Quantum Physics · Physics 2022-06-15 Hayata Yamasaki , Sho Sonoda

It has been postulated and observed in practice that for prediction problems in which covariate data can be naturally partitioned into clusters, ensembling algorithms based on suitably aggregating models trained on individual clusters often…

Statistics Theory · Mathematics 2021-06-07 Maya Ramchandran , Rajarshi Mukherjee

The benefits of overparameterization for the overall performance of modern machine learning (ML) models are well known. However, the effect of overparameterization at a more granular level of data subgroups is less understood. Recent…

Machine Learning · Computer Science 2022-06-09 Subha Maity , Saptarshi Roy , Songkai Xue , Mikhail Yurochkin , Yuekai Sun

We propose self-adaptive training---a new training algorithm that dynamically corrects problematic training labels by model predictions without incurring extra computational cost---to improve generalization of deep learning for potentially…

Machine Learning · Computer Science 2020-10-01 Lang Huang , Chao Zhang , Hongyang Zhang

In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve…

Machine Learning · Computer Science 2018-02-15 Di Wang , Minwei Ye , Jinhui Xu

This paper advocates a new paradigm Personalized Empirical Risk Minimization (PERM) to facilitate learning from heterogeneous data sources without imposing stringent constraints on computational resources shared by participating devices. In…

Machine Learning · Computer Science 2023-10-30 Yuyang Deng , Mohammad Mahdi Kamani , Pouria Mahdavinia , Mehrdad Mahdavi

Empirical studies suggest that machine learning models trained with empirical risk minimization (ERM) often rely on attributes that may be spuriously correlated with the class labels. Such models typically lead to poor performance during…

Machine Learning · Computer Science 2023-03-02 Sheng Liu , Xu Zhang , Nitesh Sekhar , Yue Wu , Prateek Singhal , Carlos Fernandez-Granda

We obtain sharp oracle inequalities for the empirical risk minimization procedure in the regression model under the assumption that the target Y and the model F are subgaussian. The bound we obtain is sharp in the minimax sense if F is…

Statistics Theory · Mathematics 2016-09-20 Guillaume Lecué , Shahar Mendelson