Related papers: Towards Sharp Minimax Risk Bounds for Operator Lea…

Minimax optimization has served as the backbone of many machine learning (ML) problems. Although the convergence behavior of optimization algorithms has been extensively studied in the minimax settings, their generalization guarantees in…

Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…

We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…

The softmax function is a basic operator in machine learning and optimization, used in classification, attention mechanisms, reinforcement learning, game theory, and problems involving log-sum-exp terms. Existing robustness guarantees of…

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Convex risk measures play a foundational role in the area of stochastic optimization. However, in contrast to risk neutral models, their applications are still limited due to the lack of efficient solution methods. In particular, the mean…

We study the minimax estimation of covariance eigenfunctions and eigenvalues in functional principal component analysis when $n$ trajectories are observed at $p$ common grid points with additive noise. We consider covariance kernels with…

Robust risk minimisation has several advantages: it has been studied with regards to improving the generalisation properties of models and robustness to adversarial perturbation. We bound the distributionally robust risk for a model class…

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated with the context. The goal is to minimize all…

The Lipschitz constant of the map between the input and output space represented by a neural network is a natural metric for assessing the robustness of the model. We present a new method to constrain the Lipschitz constant of dense deep…

We introduce compactness classes of Hilbert space operators by grouping together all operators for which the associated singular values decay at a certain speed and establish upper bounds for the norm of the resolvent of operators belonging…

We formulate the notion of minimax estimation under storage or communication constraints, and prove an extension to Pinsker's theorem for nonparametric estimation over Sobolev ellipsoids. Placing limits on the number of bits used to encode…

We study the sample complexity of the best-case Empirical Risk Minimizer in the setting of stochastic convex optimization. We show that there exists an instance in which the sample size is linear in the dimension, learning is possible, but…

We describe the minimax reconstruction rates in linear ill-posed equations in Hilbert space when smoothness is given in terms of general source sets. The underlying fundamental result, the minimax rate on ellipsoids, is proved similarly to…

In this paper we analyze the necessary number of samples to estimate the gradient of any multidimensional smooth (possibly non-convex) function in a zero-order stochastic oracle model. In this model, an estimator has access to noisy values…

Plotting a learner's average performance against the number of training samples results in a learning curve. Studying such curves on one or more data sets is a way to get to a better understanding of the generalization properties of this…

We study the detection of a change in the covariance matrix of $n$ independent sub-Gaussian random variables of dimension $p$. Our first contribution is to show that $\log\log(8n)$ is the exact minimax testing rate for a change in variance…

We consider minimax signal detection in the sequence model. Working with certain ellipsoids in the space of square-summable sequences of real numbers, with a ball of positive radius removed, we obtain upper and lower bounds for the minimax…