Related papers: Optimal Recovery Meets Minimax Estimation

Despite tremendous advancements of machine learning models and algorithms in various application domains, they are known to be vulnerable to subtle, natural or intentionally crafted perturbations in future input data, known as adversarial…

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

We study the minimax settings of binary classification with F-score under the $\beta$-smoothness assumptions on the regression function $\eta(x) = \mathbb{P}(Y = 1|X = x)$ for $x \in \mathbb{R}^d$. We propose a classification procedure…

At its core, machine learning seeks to train models that reliably generalize beyond noisy observations; however, the theoretical vacuum in which state-of-the-art universal approximation theorems (UATs) operate isolates them from this goal,…

This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…

We revisit the problem of mean estimation in the Gaussian sequence model with $\ell_p$ constraints for $p \in [0, \infty]$. We demonstrate two phenomena for the behavior of the maximum likelihood estimator (MLE), which depend on the noise…

We study the problem of $(\epsilon,\delta)$-certified machine unlearning for minimax models. Most of the existing works focus on unlearning from standard statistical learning models that have a single variable and their unlearning steps…

The goal in signal compression is to reduce the size of the input signal without a significant loss in the quality of the recovered signal. One way to achieve this goal is to apply the principles of compressive sensing, but this has not…

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

We focus on the problem of minimizing a convex function $f$ over a convex set $S$ given $T$ queries to a stochastic first order oracle. We argue that the complexity of convex minimization is only determined by the rate of growth of the…

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different…

Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) $\{\alpha_n\}$ is crucial for success. An essential condition for…

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…

We study the problem of recovering a structured signal from independently and identically drawn linear measurements. A convex penalty function $f(\cdot)$ is considered which penalizes deviations from the desired structure, and signal…

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…