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In-context learning (ICL) of large language models has proven to be a surprisingly effective method of learning a new task from only a few demonstrative examples. In this paper, we study the efficacy of ICL from the viewpoint of statistical…

Machine Learning · Statistics 2024-10-03 Juno Kim , Tai Nakamaki , Taiji Suzuki

We study in-context learning problems where a Transformer is pretrained on tasks drawn from a mixture distribution $\pi=\sum_{\alpha\in\mathcal{A}} \lambda_{\alpha} \pi_{\alpha}$, called the pretraining prior, in which each mixture…

Machine Learning · Statistics 2026-05-08 Tianyi Ma , Tengyao Wang , Richard J. Samworth

We investigate the in-context learning capabilities of transformers for the $d$-dimensional mixture of linear regression model, providing theoretical insights into their existence, generalization bounds, and training dynamics. Specifically,…

Machine Learning · Statistics 2025-02-11 Yanhao Jin , Krishnakumar Balasubramanian , Lifeng Lai

It is shown that over-parameterized neural networks can achieve minimax optimal rates of convergence (up to logarithmic factors) for learning functions from certain smooth function classes, if the weights are suitably constrained or…

Machine Learning · Statistics 2024-06-05 Yunfei Yang , Ding-Xuan Zhou

The tremendous success of Transformer models in fields such as large language models and computer vision necessitates a rigorous theoretical investigation. To the best of our knowledge, this paper is the first work proving that standard…

Machine Learning · Statistics 2026-02-25 Yanming Lai , Defeng Sun

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

We explore the capability of transformers to address endogeneity in in-context linear regression. Our main finding is that transformers inherently possess a mechanism to handle endogeneity effectively using instrumental variables (IV).…

Machine Learning · Statistics 2025-05-13 Haodong Liang , Krishnakumar Balasubramanian , Lifeng Lai

Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax…

Machine Learning · Statistics 2024-01-24 T. Tony Cai , Hongming Pu

Transformers have recently revolutionized many domains in modern machine learning and one salient discovery is their remarkable in-context learning capability, where models can solve an unseen task by utilizing task-specific prompts without…

Machine Learning · Computer Science 2023-10-10 Yu Huang , Yuan Cheng , Yingbin Liang

We study the approximation capabilities, convergence speeds and on-convergence behaviors of transformers trained on in-context recall tasks -- which requires to recognize the \emph{positional} association between a pair of tokens from…

Machine Learning · Computer Science 2025-10-22 Quan Nguyen , Thanh Nguyen-Tang

Transformers have achieved great success in recent years. Interestingly, transformers have shown particularly strong in-context learning capability -- even without fine-tuning, they are still able to solve unseen tasks well purely based on…

Machine Learning · Computer Science 2024-11-19 Zihao Li , Yuan Cao , Cheng Gao , Yihan He , Han Liu , Jason M. Klusowski , Jianqing Fan , Mengdi Wang

We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…

Statistics Theory · Mathematics 2025-04-14 Paul Liautaud , Pierre Gaillard , Olivier Wintenberger

Transformers have demonstrated exceptional performance across a wide range of domains. While their ability to perform reinforcement learning in-context has been established both theoretically and empirically, their behavior in…

Machine Learning · Statistics 2025-10-24 Baiyuan Chen , Shinji Ito , Masaaki Imaizumi

We study nonparametric regression under covariate shift with structured data, where a small amount of labeled target data is supplemented by a large labeled source dataset. In many real-world settings, the covariates in the target domain…

Statistics Theory · Mathematics 2025-07-02 Yuyao Wang , Nabarun Deb , Debarghya Mukherjee

Transformers can efficiently learn in-context from example demonstrations. Most existing theoretical analyses studied the in-context learning (ICL) ability of transformers for linear function classes, where it is typically shown that the…

Machine Learning · Computer Science 2024-11-06 Kazusato Oko , Yujin Song , Taiji Suzuki , Denny Wu

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

Statistics Theory · Mathematics 2026-03-09 Petr Zamolodtchikov

Large language models are capable of in-context learning, the ability to perform new tasks at test time using a handful of input-output examples, without parameter updates. We develop a universal approximation theory to elucidate how…

Machine Learning · Computer Science 2025-08-29 Gen Li , Yuchen Jiao , Yu Huang , Yuting Wei , Yuxin Chen

When concept shifts and sample scarcity are present in the target domain of interest, nonparametric regression learners often struggle to generalize effectively. The technique of transfer learning remedies these issues by leveraging data or…

Machine Learning · Statistics 2025-01-22 Haotian Lin , Matthew Reimherr

Some autoregressive models exhibit in-context learning capabilities: being able to learn as an input sequence is processed, without undergoing any parameter changes, and without being explicitly trained to do so. The origins of this…

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach
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