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Stochastic optimization often involves calculating the expected value of a first-order max or min function, known as a first-order loss function. In this context, loss functions are frequently approximated using piecewise linear functions.…

Optimization and Control · Mathematics 2023-09-26 Yotaro Takazawa

Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization --…

Machine Learning · Statistics 2026-05-08 Joseph H. Rudoler , Kevin Tan , Giles Hooker , Konrad P. Kording

We provide a general framework for characterizing the trade-off between accuracy and robustness in supervised learning. We propose a method and define quantities to characterize the trade-off between accuracy and robustness for a given…

Machine Learning · Computer Science 2025-05-26 Zhun Deng , Cynthia Dwork , Jialiang Wang , Yao Zhao

Recent successes of massively overparameterized models have inspired a new line of work investigating the underlying conditions that enable overparameterized models to generalize well. This paper considers a framework where the possibly…

Machine Learning · Computer Science 2023-12-06 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Methodology · Statistics 2021-09-17 Himel Mallick , Rahim Alhamzawi , Erina Paul , Vladimir Svetnik

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…

Machine Learning · Computer Science 2025-03-05 Ali Hasan , Haoming Yang , Yuting Ng , Vahid Tarokh

The optimization of a large random portfolio under the Expected Shortfall risk measure with an $\ell_2$ regularizer is carried out by analytical calculation. The regularizer reins in the large sample fluctuations and the concomitant…

Portfolio Management · Quantitative Finance 2018-07-04 Gábor Papp , Fabio Caccioli , Imre Kondor

Large neural networks have proved remarkably effective in modern deep learning practice, even in the overparametrized regime where the number of active parameters is large relative to the sample size. This contradicts the classical…

Machine Learning · Computer Science 2023-08-01 Huiyuan Wang , Wei Lin

We consider the ill-posed operator equation $Ax=y$ with an injective and bounded linear operator $A$ mapping between $\ell^2$ and a Hilbert space $Y$, possessing the unique solution \linebreak $x^\dag=\{x^\dag_k\}_{k=1}^\infty$. For the…

Functional Analysis · Mathematics 2017-01-04 De-Han Chen , Bernd Hofmann , Jun Zou

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

In this paper, we address the problem of feature selection in the context of multi-label learning, by using a new estimator based on implicit regularization and label embedding. Unlike the sparse feature selection methods that use a…

Machine Learning · Computer Science 2024-11-19 Dou El Kefel Mansouri , Khalid Benabdeslem , Seif-Eddine Benkabou

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…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

This paper establishes the generalization error of pooled min-$\ell_2$-norm interpolation in transfer learning where data from diverse distributions are available. Min-norm interpolators emerge naturally as implicit regularized limits of…

Statistics Theory · Mathematics 2024-06-21 Yanke Song , Sohom Bhattacharya , Pragya Sur

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

Numerical Analysis · Mathematics 2021-12-23 Jihun Han , Yoonsang Lee

Deep neural networks excel at learning the training data, but often provide incorrect and confident predictions when evaluated on slightly different test examples. This includes distribution shifts, outliers, and adversarial examples. To…

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

Machine Learning · Statistics 2026-03-03 Giovanni S. Alberti , Ernesto De Vito , Tapio Helin , Matti Lassas , Luca Ratti , Matteo Santacesaria

State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against such examples. It is formulated as a min-max…

Machine Learning · Statistics 2022-10-21 Antônio H. Ribeiro , Dave Zachariah , Thomas B. Schön

Improving the fairness of machine learning models is a nuanced task that requires decision makers to reason about multiple, conflicting criteria. The majority of fair machine learning methods transform the error-fairness trade-off into a…

Neural and Evolutionary Computing · Computer Science 2023-04-25 William G. La Cava

We consider complexity of Deep Neural Networks (DNNs) and their associated massive over-parameterization. Such over-parametrization may entail susceptibility to adversarial attacks, loss of interpretability and adverse Size, Weight and…

Machine Learning · Computer Science 2019-06-03 S. Asim Ahmed

This paper investigates, from information theoretic grounds, a learning problem based on the principle that any regularity in a given dataset can be exploited to extract compact features from data, i.e., using fewer bits than needed to…

Machine Learning · Statistics 2018-11-14 Matías Vera , Leonardo Rey Vega , Pablo Piantanida
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