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This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

The problem of estimating the regression function in a fixed design models with correlated observations is considered. Such observations are obtained from several experimental units, each of them forms a time series. Based on the…

Statistics Theory · Mathematics 2019-06-13 D. Benelmadani , K. Benhenni , S. Louhichi

We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable…

Machine Learning · Statistics 2012-06-08 Hannes Nickisch , Matthias Seeger

This paper revisits the principle of uniform convergence in statistical learning, discusses how it acts as the foundation behind machine learning, and attempts to gain a better understanding of the essential problem that current deep…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Lei Zhang , Heung-Yeung Shum

Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…

Machine Learning · Statistics 2022-03-04 Daiwei Zhang , Lexin Li , Chandra Sripada , Jian Kang

We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…

Machine Learning · Computer Science 2018-08-14 Sohail Bahmani , Justin Romberg

In this work we consider a model problem of deep neural learning, namely the learning of a given function when it is assumed that we have access to its point values on a finite set of points. The deep neural network interpolant is the the…

Machine Learning · Statistics 2023-06-27 Michail Loulakis , Charalambos G. Makridakis

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

The standard approach for dealing with the ill-posedness of the training problem in machine learning and/or the reconstruction of a signal from a limited number of measurements is regularization. The method is applicable whenever the…

Optimization and Control · Mathematics 2020-07-13 Michael Unser

One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…

Machine Learning · Computer Science 2023-10-05 Alberto Giaretta , Mauro Bisiacco , Gianluigi Pillonetto

This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…

Statistics Theory · Mathematics 2021-08-17 Paul Dommel , Alois Pichler

Simple function classes have emerged as toy problems to better understand in-context-learning in transformer-based architectures used for large language models. But previously proposed simple function classes like linear regression or…

Machine Learning · Computer Science 2024-07-30 Max Wilcoxson , Morten Svendgård , Ria Doshi , Dylan Davis , Reya Vir , Anant Sahai

We present a smooth probabilistic reformulation of $\ell_0$ regularized regression that does not require Monte Carlo sampling and allows for the computation of exact gradients, facilitating rapid convergence to local optima of the best…

Machine Learning · Computer Science 2025-09-19 Lukas Silvester Barth , Paulo von Petersenn

Linear regression is a classical paradigm in statistics. A new look at it is provided via the lens of universal learning. In applying universal learning to linear regression the hypotheses class represents the label $y\in {\cal R}$ as a…

Machine Learning · Computer Science 2019-11-11 Koby Bibas , Yaniv Fogel , Meir Feder

Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…

Machine Learning · Statistics 2025-06-23 Mike Nguyen , Nicole Mücke

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

Random features are a powerful technique for rewriting positive-definite kernels as linear products. They bring linear tools to bear in important nonlinear domains like KNNs and attention. Unfortunately, practical implementations require…

Machine Learning · Computer Science 2024-10-25 Luke Sernau , Silvano Bonacina , Rif A. Saurous

In this chapter we provide a theoretically founded investigation of state-of-the-art learning approaches for inverse problems from the point of view of spectral reconstruction operators. We give an extended definition of regularization…

Numerical Analysis · Mathematics 2024-06-05 Martin Burger , Samira Kabri

Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…

Machine Learning · Statistics 2024-03-12 Paul Dommel , Alois Pichler

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida
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