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Vector norms play a fundamental role in computer science and optimization, so there is an ongoing effort to generalize existing algorithms to settings beyond $\ell_\infty$ and $\ell_p$ norms. We show that many online and bandit applications…

Data Structures and Algorithms · Computer Science 2022-10-26 Thomas Kesselheim , Marco Molinaro , Sahil Singla

From the classical and influential works of Neal (1996), it is known that the infinite width scaling limit of a Bayesian neural network with one hidden layer is a Gaussian process, when the network weights have bounded prior variance.…

Machine Learning · Statistics 2024-06-06 Jorge Loría , Anindya Bhadra

In recent years, graph neural networks (GNNs) have been widely adopted in the representation learning of graph-structured data and provided state-of-the-art performance in various applications such as link prediction, node classification,…

Machine Learning · Computer Science 2021-04-14 Dasol Hwang , Jinyoung Park , Sunyoung Kwon , Kyung-Min Kim , Jung-Woo Ha , Hyunwoo J. Kim

This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general and ensures a pre-specified marginal distribution for the…

Statistics Theory · Mathematics 2023-10-31 Marie-Christine Düker , Robert Lund , Vladas Pipiras

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…

Machine Learning · Computer Science 2020-02-04 Ilja Kuzborskij , Csaba Szepesvári

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…

Statistics Theory · Mathematics 2022-07-04 Huiming Zhang , Haoyu Wei

Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

Machine Learning · Statistics 2020-11-17 Metod Jazbec , Michael Pearce , Vincent Fortuin

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…

Optimization and Control · Mathematics 2019-08-30 Nikolai Matni , Stephen Tu

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…

Probability · Mathematics 2015-09-08 Yannick Baraud

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

Number Theory · Mathematics 2014-02-26 E. Kowalski , A. Nikeghbali

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

The rise of self-supervised learning, which operates without the need for labeled data, has garnered significant interest within the graph learning community. This enthusiasm has led to the development of numerous Graph Contrastive Learning…

Machine Learning · Computer Science 2024-02-27 Qian Ma , Hongliang Chi , Hengrui Zhang , Kay Liu , Zhiwei Zhang , Lu Cheng , Suhang Wang , Philip S. Yu , Yao Ma

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

The search for new high-performance organic semiconducting molecules is challenging due to the vastness of the chemical space, machine learning methods, particularly deep learning models like graph neural networks (GNNs), have shown…

Chemical Physics · Physics 2021-12-06 Zaixi Zhang , Qi Liu , Shengyu Zhang , Chang-Yu Hsieh , Liang Shi , Chee-Kong Lee

This article gives a new proof that fully connected neural networks with random weights and biases converge to Gaussian processes in the regime where the input dimension, output dimension, and depth are kept fixed, while the hidden layer…

Probability · Mathematics 2021-07-06 Boris Hanin

Meta-learning has arisen as a successful method for improving training performance by training over many similar tasks, especially with deep neural networks (DNNs). However, the theoretical understanding of when and why overparameterized…

Machine Learning · Computer Science 2023-04-11 Peizhong Ju , Yingbin Liang , Ness B. Shroff

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…

Statistics Theory · Mathematics 2021-11-22 Lam Si Tung Ho , Binh T. Nguyen , Vu Dinh , Duy Nguyen