Related papers: A new Uncertainty Principle in Machine Learning
We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Additionally, function value estimates may exhibit heavy-tailed…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
A highly cited and inspiring article by Bates et al (2024) demonstrates that the prediction errors estimated through cross-validation, Bootstrap or Mallow's $C_P$ can all be independent of the actual prediction errors. This essay…
We shed new light on Heisenberg's uncertainty principle in the sense of Beurling, by offering an essentially different proof which permits us to weaken the assumptions substantially, and examples show that the result is sharp. The proof…
Success of machine learning (ML) in the modern world is largely determined by abundance of data. However at many industrial and scientific problems, amount of data is limited. Application of ML methods to data-scarce scientific problems can…
At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…
Machine learning researchers and practitioners steadily enlarge the multitude of successful learning models. They achieve this through in-depth theoretical analyses and experiential heuristics. However, there is no known general-purpose…
Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…
Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…
The dynamics of gradient-based training in neural networks often exhibit nontrivial structures; hence, understanding them remains a central challenge in theoretical machine learning. In particular, a concept of feature unlearning, in which…
The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…
We establish new exponential in dimension lower bounds for the Maximum Halfspace Discrepancy problem, which models linear classification. Both are fundamental problems in computational geometry and machine learning in their exact and…
High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
The use of machine learning (ML) techniques has allowed rapid advancements in many scientific and engineering fields. One of these problems is that of surface soil taxonomy, a research area previously hindered by the reliance on…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
The ability to automatically discover interpretable mathematical models from data could forever change how we model soft matter systems. For convex discovery problems with a unique global minimum, model discovery is well-established. It…
Data-driven machine learning models often require extensive datasets, which can be costly or inaccessible, and their predictions may fail to comply with established physical laws. Current approaches for incorporating physical priors…
Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…