Related papers: Towards Sharp Minimax Risk Bounds for Operator Lea…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…
Neural operator architectures employ neural networks to approximate operators mapping between Banach spaces of functions; they may be used to accelerate model evaluations via emulation, or to discover models from data. Consequently, the…
We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…
This paper demonstrates the robustness of Lipschitz-regularized $\alpha$-divergences as objective functionals in generative modeling, showing they enable stable learning across a wide range of target distributions with minimal assumptions.…
We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that consists of a stabilizing controller and an energy bounded…
We address the problem of classification when data are collected from two samples with measurement errors. This problem turns to be an inverse problem and requires a specific treatment. In this context, we investigate the minimax rates of…
We study non-convex empirical risk minimization for learning halfspaces and neural networks. For loss functions that are $L$-Lipschitz continuous, we present algorithms to learn halfspaces and multi-layer neural networks that achieve…
Lipschitz continuity is a crucial functional property of any predictive model, that naturally governs its robustness, generalisation, as well as adversarial vulnerability. Contrary to other works that focus on obtaining tighter bounds and…
We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space. Focusing on a stochastic query model that provides noisy evaluations of the operator, we analyze a variance-reduced stochastic…
In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some…
We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…
We consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a common underlying dictionary. In particular, we derive lower bounds on the minimum…
We study minimax lower bounds for function estimation problems on large graph when the target function is smoothly varying over the graph. We derive minimax rates in the context of regression and classification problems on graphs that…
We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…
We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…
In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
We derive information-theoretic lower bounds on the Bayes risk and generalization error of realizable machine learning models. In particular, we employ an analysis in which the rate-distortion function of the model parameters bounds the…