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Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Machine Learning · Computer Science 2022-07-12 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Dean P. Foster , Sham M. Kakade

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

Regularized linear regression is a promising approach for binary classification problems in which the training set has noisy labels since the regularization term can help to avoid interpolating the mislabeled data points. In this paper we…

Machine Learning · Computer Science 2023-11-07 Danil Akhtiamov , Reza Ghane , Babak Hassibi

Adversarial training and data augmentation with noise are widely adopted techniques to enhance the performance of neural networks. This paper investigates adversarial training and data augmentation with noise in the context of regularized…

Machine Learning · Statistics 2023-04-20 Teng Zhang , Kang Li

Stochastic variance reduced gradient (SVRG) is an accelerated version of stochastic gradient descent based on variance reduction, and is promising for solving large-scale inverse problems. In this work, we analyze SVRG and a regularized…

Numerical Analysis · Mathematics 2026-03-18 Bangti Jin , Zehui Zhou

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

In a groundbreaking work, Schmidt-Hieber (2020) proved the minimax optimality of deep neural networks with ReLu activation for least-square regression estimation over a large class of functions defined by composition. In this paper, we…

Machine Learning · Statistics 2025-06-12 Pierre Alquier , William Kengne

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…

Optimization and Control · Mathematics 2026-04-17 Shuhua Yu , Dusan Jakovetic , Soummya Kar

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

Statistics Theory · Mathematics 2017-08-10 Gilles Blanchard , Nicole Mücke

We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…

Machine Learning · Computer Science 2020-12-01 Nisan Chiprut , Amir Globerson , Ami Wiesel

Regularization plays a pivotal role in ill-posed machine learning and inverse problems. However, the fundamental comparative analysis of various regularization norms remains open. We establish a small noise analysis framework to assess the…

Machine Learning · Statistics 2024-09-05 Quanjun Lang , Fei Lu

A regularized risk minimization procedure for regression function estimation is introduced that achieves near optimal accuracy and confidence under general conditions, including heavy-tailed predictor and response variables. The procedure…

Statistics Theory · Mathematics 2017-11-30 Gábor Lugosi , Shahar Mendelson

Stochastic Gradient Descent (SGD) is a cornerstone of large-scale optimization, yet its theoretical behavior under heavy-tailed noise -- common in modern machine learning and reinforcement learning -- remains poorly understood. In this…

Optimization and Control · Mathematics 2025-08-08 Ilyas Fatkhullin , Florian Hübler , Guanghui Lan

We study theoretical predictive performance of ridge and ridge-less least-squares regression when covariate vectors arise from evaluating $p$ random, means-square continuous functions over a latent metric space at $n$ random and unobserved…

Machine Learning · Statistics 2025-08-20 Andrew Jones , Nick Whiteley

Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, procedures based on quantile regression and Least Absolute…

Statistics Theory · Mathematics 2014-10-09 Jianqing Fan , Quefeng Li , Yuyan Wang

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour
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