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We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

We study the problem of learning a low-degree spherical polynomial of degree $k_0 = \Theta(1) \ge 1$ defined on the unit sphere in $\RR^d$ by training an over-parameterized two-layer neural network with augmented feature in this paper. Our…

Machine Learning · Statistics 2026-03-24 Yingzhen Yang , Ping Li

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

Transformers have demonstrated remarkable in-context learning (ICL) capabilities. The strong ICL performance of transformers is commonly believed to arise from their ability to implicitly execute certain algorithms on the context, thereby…

Machine Learning · Computer Science 2026-05-08 Chenyang Zhang , Yuan Cao

In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…

Dynamical Systems · Mathematics 2022-05-03 Romeo Ortega , Jose Guadalupe Romero , Stanislav Aranovskiy

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

Large Language Models (LLMs) have demonstrated remarkable performance in real-world applications. However, adapting LLMs to novel tasks via fine-tuning often requires substantial training data and computational resources that are…

Machine Learning · Computer Science 2025-05-27 Boyan Gao , Xin Wang , Yibo Yang , David Clifton

Transformers have shown a remarkable ability for in-context learning (ICL), making predictions based on contextual examples. However, while theoretical analyses have explored this prediction capability, the nature of the inferred context…

Machine Learning · Computer Science 2025-05-20 Fei Lu , Yue Yu

Minimax $L_2$ risks for high-dimensional nonparametric regression are derived under two sparsity assumptions: (1) the true regression surface is a sparse function that depends only on $d=O(\log n)$ important predictors among a list of $p$…

Statistics Theory · Mathematics 2015-04-02 Yun Yang , Surya T. Tokdar

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Alberto Bemporad

Mixture models arise in many regression problems, but most methods have seen limited adoption partly due to these algorithms' highly-tailored and model-specific nature. On the other hand, transformers are flexible, neural sequence models…

Machine Learning · Computer Science 2023-11-15 Reese Pathak , Rajat Sen , Weihao Kong , Abhimanyu Das

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and…

Machine Learning · Computer Science 2020-12-10 George Zerveas , Srideepika Jayaraman , Dhaval Patel , Anuradha Bhamidipaty , Carsten Eickhoff

This paper investigates approximation-theoretic aspects of the in-context learning capability of the transformers in representing a family of noisy linear dynamical systems. Our first theoretical result establishes an upper bound on the…

Machine Learning · Computer Science 2025-10-22 Frank Cole , Yuxuan Zhao , Yulong Lu , Tianhao Zhang

This paper considers the estimation and prediction of a high-dimensional linear regression in the setting of transfer learning, using samples from the target model as well as auxiliary samples from different but possibly related regression…

Methodology · Statistics 2020-06-19 Sai Li , T. Tony Cai , Hongzhe Li

A candidate explanation of the good empirical performance of deep neural networks is the implicit regularization effect of first order optimization methods. Inspired by this, we prove a convergence theorem for nonconvex composite…

Machine Learning · Computer Science 2023-02-14 Dávid Terjék , Diego González-Sánchez

Autoregressively trained transformers have brought a profound revolution to the world, especially with their in-context learning (ICL) ability to address downstream tasks. Recently, several studies suggest that transformers learn a…

Machine Learning · Computer Science 2024-10-29 Chenyu Zheng , Wei Huang , Rongzhen Wang , Guoqiang Wu , Jun Zhu , Chongxuan Li

We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…

Machine Learning · Computer Science 2020-10-13 Vatsal Sharan , Aaron Sidford , Gregory Valiant