Related papers: Implicit Regularization of Large Neural Networks v…
This paper studies a discrete-time major-minor mean field game of stopping where the major player can choose either an optimal control or stopping time. We look for the relaxed equilibrium as a randomized stopping policy, which is…
We study the optimal control of path-dependent McKean-Vlasov equations valued in Hilbert spaces motivated by non Markovian mean-field models driven by stochastic PDEs. We first establish the well-posedness of the state equation, and then we…
The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov…
Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…
The increasingly common use of neural network classifiers in industrial and social applications of image analysis has allowed impressive progress these last years. Such methods are however sensitive to algorithmic bias, i.e. to an under- or…
This work provides a theoretical framework for assessing the generalization error of graph neural networks in the over-parameterized regime, where the number of parameters surpasses the quantity of data points. We explore two widely…
The present work establishes the mean-field limit of a N-particle system towards a regularized variant of the relativistic Vlasov-Maxwell system, following the work of Braun-Hepp [Comm. in Math. Phys. 56 (1977), 101-113] and Dobrushin…
This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…
It is important to understand how dropout, a popular regularization method, aids in achieving a good generalization solution during neural network training. In this work, we present a theoretical derivation of an implicit regularization of…
Most complex machine learning and modelling techniques are prone to over-fitting and may subsequently generalise poorly to future data. Artificial neural networks are no different in this regard and, despite having a level of implicit…
In the mean field regime, neural networks are appropriately scaled so that as the width tends to infinity, the learning dynamics tends to a nonlinear and nontrivial dynamical limit, known as the mean field limit. This lends a way to study…
The deep linear network (DLN) is a model for implicit regularization in gradient based optimization of overparametrized learning architectures. Training the DLN corresponds to a Riemannian gradient flow, where the Riemannian metric is…
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…
This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…
In this paper, we study the implicit bias of gradient descent for sparse regression. We extend results on regression with quadratic parametrization, which amounts to depth-2 diagonal linear networks, to more general depth-N networks, under…
This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…
We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…
In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…
Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…
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…