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In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…

Statistics Theory · Mathematics 2024-09-06 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Random features models play a distinguished role in the theory of deep learning, describing the behavior of neural networks close to their infinite-width limit. In this work, we present a thorough analysis of the generalization performance…

Disordered Systems and Neural Networks · Physics 2025-02-03 Fabián Aguirre-López , Silvio Franz , Mauro Pastore

These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…

Numerical Analysis · Mathematics 2025-08-26 Danielle Bednarski , Tim Roith

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

We proposed a framework for solving inverse problems in differential equations based on neural networks and automatic differentiation. Neural networks are used to approximate hidden fields. We analyze the source of errors in the framework…

Numerical Analysis · Mathematics 2024-12-20 Kailai Xu , Eric Darve

Manifold learning is a popular and quickly-growing subfield of machine learning based on the assumption that one's observed data lie on a low-dimensional manifold embedded in a higher-dimensional space. This thesis presents a mathematical…

Machine Learning · Computer Science 2020-11-04 Luke Melas-Kyriazi

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

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…

Statistics Theory · Mathematics 2021-03-09 Dominic Richards , Jaouad Mourtada , Lorenzo Rosasco

Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…

Optimization and Control · Mathematics 2025-02-06 Mateo Díaz , Dmitriy Drusvyatskiy , Jack Kendrick , Rekha R. Thomas

An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a Sobolev space. The theory covers a wide variety of linear…

Statistics Theory · Mathematics 2025-08-25 Rui Tuo , Lu Zou

In this paper, we consider the problem of estimating the eigenvalues and eigenfunctions of the covariance kernel (i.e., the functional principal components) from sparse and irregularly observed longitudinal data. We approach this problem…

Methodology · Statistics 2007-10-30 Jie Peng , Debashis Paul

We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM algorithm, or similar techniques, without provable…

Machine Learning · Computer Science 2014-08-01 Yuekai Sun , Stratis Ioannidis , Andrea Montanari

Polynomial kernel regression is one of the standard and state-of-the-art learning strategies. However, as is well known, the choices of the degree of polynomial kernel and the regularization parameter are still open in the realm of model…

Machine Learning · Computer Science 2023-06-14 Shaobo Lin , Xingping Sun , Zongben Xu , Jinshan Zeng

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

Numerical Analysis · Mathematics 2015-11-23 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer

A particularly interesting instance of supervised learning with kernels is when each training example is associated with two objects, as in pairwise classification (Brunner et al., 2012), and in supervised learning of preference relations…

Machine Learning · Computer Science 2016-10-31 Giorgio Gnecco

This paper introduces a novel measure-theoretic theory for machine learning that does not require statistical assumptions. Based on this theory, a new regularization method in deep learning is derived and shown to outperform previous…

Machine Learning · Statistics 2019-03-08 Kenji Kawaguchi , Yoshua Bengio , Vikas Verma , Leslie Pack Kaelbling

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

Inverse problems are inherently ill-posed and therefore require regularization techniques to achieve a stable solution. While traditional variational methods have well-established theoretical foundations, recent advances in machine learning…

Numerical Analysis · Mathematics 2023-09-15 Simon Göppel , Jürgen Frikel , Markus Haltmeier