Related papers: A Gaussian Comparison Theorem for Training Dynamic…
A formalism for describing the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics is applied to the problem of generalization in a perceptron with binary weights. The dynamics are solved for the case where a new…
Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement…
We prove a universality theorem for learning with random features. Our result shows that, in terms of training and generalization errors, a random feature model with a nonlinear activation function is asymptotically equivalent to a…
Data-driven models of robot motion constructed using principles from Geometric Mechanics have been shown to produce useful predictions of robot motion for a variety of robots. For robots with a useful number of DoF, these geometric…
Learning from demonstration (LfD) is an intuitive framework allowing non-expert users to easily (re-)program robots. However, the quality and quantity of demonstrations have a great influence on the generalization performances of LfD…
In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…
The mean-field theory for two-layer neural networks considers infinitely wide networks that are linearly parameterized by a probability measure over the parameter space. This nonparametric perspective has significantly advanced both the…
The assumption of Gaussian or Gaussian mixture data has been extensively exploited in a long series of precise performance analyses of machine learning (ML) methods, on large datasets having comparably numerous samples and features. To…
A celebrated result by Gordon allows one to compare the min-max behavior of two Gaussian processes if certain inequality conditions are met. The consequences of this result include the Gaussian min-max (GMT) and convex Gaussian min-max…
We present the Gaussian process dynamical mixture model (GPDMM) and show its utility in single-example learning of human motion data. The Gaussian process dynamical model (GPDM) is a form of the Gaussian process latent variable model…
Generalizing robot trajectories from human demonstrations to new contexts remains a key challenge in Learning from Demonstration (LfD), particularly when only single-context demonstrations are available. We present a novel Gaussian Mixture…
We prove closed-form equations for the exact high-dimensional asymptotics of a family of first order gradient-based methods, learning an estimator (e.g. M-estimator, shallow neural network, ...) from observations on Gaussian data with…
Generative data augmentation, which scales datasets by obtaining fake labeled examples from a trained conditional generative model, boosts classification performance in various learning tasks including (semi-)supervised learning, few-shot…
We study the problem of learning an unknown function using random feature models. Our main contribution is an exact asymptotic analysis of such learning problems with Gaussian data. Under mild regularity conditions for the feature matrix,…
We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…
General first order methods (GFOMs), including various gradient descent and AMP algorithms, constitute a broad class of iterative algorithms in modern statistical learning problems. Some GFOMs also serve as constructive proof devices,…
In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…
The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…
We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…
Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…