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One classical canon of statistics is that large models are prone to overfitting, and model selection procedures are necessary for high dimensional data. However, many overparameterized models, such as neural networks, perform very well in…

Machine Learning · Statistics 2021-01-05 Xi Chen , Qiang Liu , Xin T. Tong

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

We study generalization in an overparameterized continual linear regression setting, where a model is trained with L2 (isotropic) regularization across a sequence of tasks. We derive a closed-form expression for the expected generalization…

Machine Learning · Computer Science 2026-04-14 Gilad Karpel , Edward Moroshko , Ran Levinstein , Ron Meir , Daniel Soudry , Itay Evron

In scientific machine learning, regression networks have been recently applied to approximate solution maps (e.g., potential-ground state map of Schr\"odinger equation). In this paper, we aim to reduce the generalization error without…

Numerical Analysis · Mathematics 2021-02-16 Zhihan Li , Yuwei Fan , Lexing Ying

Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit…

Machine Learning · Statistics 2024-02-15 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

Understanding generalization is crucial to confidently engineer and deploy machine learning models, especially when deployment implies a shift in the data domain. For such domain adaptation problems, we seek generalization bounds which are…

Machine Learning · Computer Science 2023-03-16 Adam Breitholtz , Fredrik D. Johansson

A crucial problem in neural networks is to select the most appropriate number of hidden neurons and obtain tight statistical risk bounds. In this work, we present a new perspective towards the bias-variance tradeoff in neural networks. As…

Machine Learning · Computer Science 2020-10-05 Gen Li , Yuantao Gu , Jie Ding

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

There is growing evidence that converting targets to soft targets in supervised learning can provide considerable gains in performance. Much of this work has considered classification, converting hard zero-one values to soft labels---such…

Machine Learning · Statistics 2018-06-13 Ehsan Imani , Martha White

This dissertation studies a fundamental open challenge in deep learning theory: why do deep networks generalize well even while being overparameterized, unregularized and fitting the training data to zero error? In the first part of the…

Machine Learning · Computer Science 2021-10-19 Vaishnavh Nagarajan

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Statistics Theory · Mathematics 2024-04-01 Yanhao Jin , Krishnakumar Balasubramanian , Debashis Paul

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of…

Machine Learning · Statistics 2022-10-24 Mike Nguyen , Charly Kirst , Nicole Mücke

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

One of the principal scientific challenges in deep learning is explaining generalization, i.e., why the particular way the community now trains networks to achieve small training error also leads to small error on held-out data from the…

In this paper, we study data-dependent generalization error bounds exhibiting a mild dependency on the number of classes, making them suitable for multi-class learning with a large number of label classes. The bounds generally hold for…

Machine Learning · Computer Science 2018-01-01 Yunwen Lei , Urun Dogan , Ding-Xuan Zhou , Marius Kloft

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…

Machine Learning · Computer Science 2019-05-28 Matthew Staib , Stefanie Jegelka

Data-driven algorithm design automates hyperparameter tuning, but its statistical foundations remain limited because model performance can depend on hyperparameters in implicit and highly non-smooth ways. Existing guarantees focus on the…

Machine Learning · Statistics 2026-05-13 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen