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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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…