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Machine learning models with inputs in a Euclidean space $\mathbb{R}^d$, when implemented on digital computers, generalize, and their generalization gap converges to $0$ at a rate of $c/N^{1/2}$ concerning the sample size $N$. However, the…

Machine Learning · Computer Science 2026-05-14 Anastasis Kratsios , A. Martina Neuman , Gudmund Pammer

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

Consider reconstructing a signal $x$ by minimizing a weighted sum of a convex differentiable negative log-likelihood (NLL) (data-fidelity) term and a convex regularization term that imposes a convex-set constraint on $x$ and enforces its…

Computation · Statistics 2017-02-28 Renliang Gu , Aleksandar Dogandžić

In this paper, we consider the problem of Gaussian approximation for the online linear regression task. We derive the corresponding rates for the setting of a constant learning rate and study the explicit dependence of the convergence rate…

Machine Learning · Statistics 2025-09-18 Marat Khusainov , Marina Sheshukova , Alain Durmus , Sergey Samsonov

We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…

Optimization and Control · Mathematics 2021-01-27 S. Kindermann , A. Leitao

The Tikhonov regularization of linear ill-posed problems with an $\ell^1$ penalty is considered. We recall results for linear convergence rates and results on exact recovery of the support. Moreover, we derive conditions for exact support…

Functional Analysis · Mathematics 2015-05-18 Dirk A. Lorenz , Stefan Schiffler , Dennis Trede

Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…

Optimization and Control · Mathematics 2026-05-27 Long Nguyen-Chi , Nam Nguyen , Binh Nguyen

We introduce a fully-corrective generalized conditional gradient method for convex minimization problems involving total variation regularization on multidimensional domains. It relies on alternatively updating an active set of subsets of…

Optimization and Control · Mathematics 2025-12-01 Giacomo Cristinelli , José A. Iglesias , Daniel Walter

Selecting appropriate regularization coefficients is critical to performance with respect to regularized empirical risk minimization problems. Existing theoretical approaches attempt to determine the coefficients in order for regularized…

Machine Learning · Computer Science 2019-09-05 Akihiro Yabe , Takanori Maehara

The purpose of this paper is to prove the a priori estimates for constant scalar curvature Kaehler metrics with conic singularities along normal crossing divisors. The zero order estimates are proved by a reformulated version of…

Differential Geometry · Mathematics 2023-01-24 Long Li , Jian Wang , Kai Zheng

We study the problem of approximation of 2D set of points. Such type of problems always occur in physical experiments, econometrics, data analysis and other areas. The often problems of outliers or spikes usually make researchers to apply…

Optimization and Control · Mathematics 2025-02-13 Majid E. Abbasov , Anna I. Belenok

The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…

Optimization and Control · Mathematics 2025-10-14 Nina M. Gottschling , David Iagaru , Jakob Gawlikowski , Ioannis Sgouralis

We derive explicit bounds for the computation of normalizing constants $Z$ for log-concave densities $\pi = \exp(-U)/Z$ with respect to the Lebesgue measure on $\mathbb{R}^d$. Our approach relies on a Gaussian annealing combined with recent…

Methodology · Statistics 2018-03-01 Nicolas Brosse , Alain Durmus , Éric Moulines

This paper is motivated by an open problem around deep networks, namely, the apparent absence of over-fitting despite large over-parametrization which allows perfect fitting of the training data. In this paper, we analyze this phenomenon in…

Machine Learning · Computer Science 2019-08-28 Hrushikesh Mhaskar , Tomaso Poggio

We consider the problem of calculating learning curves (i.e., average generalization performance) of Gaussian processes used for regression. On the basis of a simple expression for the generalization error, in terms of the eigenvalue…

Disordered Systems and Neural Networks · Physics 2007-05-23 Peter Sollich , Anason Halees

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

Numerical Analysis · Mathematics 2026-05-19 Duan-Peng Ling , Wenlong Zhang

We are motivated by the problem of providing strong generalization guarantees in the context of meta-learning. Existing generalization bounds are either challenging to evaluate or provide vacuous guarantees in even relatively simple…

Machine Learning · Computer Science 2021-10-27 Alec Farid , Anirudha Majumdar

We study a regularized variant of the Bayesian Persuasion problem, where the receiver's decision process includes a divergence-based penalty that accounts for deviations from perfect rationality. This modification smooths the underlying…

Optimization and Control · Mathematics 2025-10-03 Romain Duboscq , Frédéric de Gournay

This paper considers the achievability and converse bounds on the maximal channel coding rate at a given blocklength and error probability over AWGN channels. The problem stems from covert communication with Gaussian codewords. By…

Information Theory · Computer Science 2021-01-01 Xinchun Yu , Shuangqin Wei , Yuan Luo

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione