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The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient…

Machine Learning · Computer Science 2023-04-17 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

A common assumption in machine learning is that training data are i.i.d. samples from some distribution. Processes that generate i.i.d. samples are, in a sense, uninformative---they produce data without regard to how good this data is for…

Artificial Intelligence · Computer Science 2017-12-04 Long Ouyang , Michael C. Frank

Following the seminal approach by Talagrand, the concept of Rademacher complexity for independent sequences of random variables is extended to Markov chains. The proposed notion of "block Rademacher complexity" (of a class of functions)…

Statistics Theory · Mathematics 2018-07-09 Patrice Bertail , François Portier

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Methodology · Statistics 2025-09-17 Roshni Sahoo , Lihua Lei , Stefan Wager

In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…

Machine Learning · Statistics 2018-03-23 Giulia Denevi , Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

By and large the process of learning concepts that are embedded in time is regarded as quite a mature research topic. Hidden Markov models, recurrent neural networks are, amongst others, successful approaches to learning from temporal data.…

Machine Learning · Computer Science 2019-07-16 Alessandro Betti , Marco Gori

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

Machine Learning · Statistics 2022-02-18 Muhammad Osama , Dave Zachariah , Petre Stoica

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may…

Artificial Intelligence · Computer Science 2017-06-06 Yuyi Wang , Jan Ramon , Zheng-Chu Guo

Widespread deployment of societal-scale machine learning systems necessitates a thorough understanding of the resulting long-term effects these systems have on their environment, including loss of trustworthiness, bias amplification, and…

Machine Learning · Computer Science 2024-05-07 Andrey Veprikov , Alexander Afanasiev , Anton Khritankov

In this paper, we consider the problem of Iterative Machine Teaching (IMT), where the teacher provides examples to the learner iteratively such that the learner can achieve fast convergence to a target model. However, existing IMT…

Machine Learning · Computer Science 2023-06-07 Chen Zhang , Xiaofeng Cao , Weiyang Liu , Ivor Tsang , James Kwok

We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems…

Optimization and Control · Mathematics 2026-05-18 Anik Kumar Paul , Shalabh Bhatnagar

Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment,…

Machine Learning · Computer Science 2024-10-25 Michele Caprio , Maryam Sultana , Eleni Elia , Fabio Cuzzolin

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

In recent studies, the generalization properties for distributed learning and random features assumed the existence of the target concept over the hypothesis space. However, this strict condition is not applicable to the more common…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Weiping Wang

The replicability crisis in the social, behavioral, and data sciences has led to the formulation of algorithm frameworks for replicability -- i.e., a requirement that an algorithm produce identical outputs (with high probability) when run…

Machine Learning · Computer Science 2023-11-01 Eric Eaton , Marcel Hussing , Michael Kearns , Jessica Sorrell

Feedforward neural networks with random hidden nodes suffer from a problem with the generation of random weights and biases as these are difficult to set optimally to obtain a good projection space. Typically, random parameters are drawn…

Machine Learning · Computer Science 2019-09-18 Grzegorz Dudek

Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…

Machine Learning · Computer Science 2017-01-03 Bo Dai , Niao He , Yunpeng Pan , Byron Boots , Le Song

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne

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

As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a…

Machine Learning · Computer Science 2023-04-26 Roy Dong , Heling Zhang , Lillian J. Ratliff