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An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…

Optimization and Control · Mathematics 2022-05-05 S. Gratton , S. Jerad , Ph. L. Toint

We study the complexity of optimizing nonsmooth nonconvex Lipschitz functions by producing $(\delta,\epsilon)$-stationary points. Several recent works have presented randomized algorithms that produce such points using $\tilde…

Machine Learning · Computer Science 2025-05-05 Michael I. Jordan , Guy Kornowski , Tianyi Lin , Ohad Shamir , Manolis Zampetakis

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Error bounds and complexity bounds in numerical analysis and information-based complexity are often proved for functions that are defined on very simple domains, such as a cube, a torus, or a sphere. We study optimal error bounds for the…

Numerical Analysis · Mathematics 2020-01-15 Erich Novak

We propose new weak error bounds and expansion in dimension one for optimal quantization-based cubature formula for different classes of functions, such that piecewise affine functions, Lipschitz convex functions or differentiable function…

Probability · Mathematics 2022-02-10 Vincent Lemaire , Thibaut Montes , Gilles Pagès

We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e.\ problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected)…

Optimization and Control · Mathematics 2021-05-31 Coralia Cartis , Nick I. M. Gould , Philippe L. Toint

Let $X_N$ be an $N$-dimensional subspace of $L_2$ functions on a probability space $(\Omega, \mu)$ spanned by a uniformly bounded Riesz basis $\Phi_N$. Given an integer $1\leq v\leq N$ and an exponent $1\leq q\leq 2$, we obtain universal…

Functional Analysis · Mathematics 2021-07-27 Feng Dai , V. Temlyakov

We consider a commonly studied supervised classification of a synthetic dataset whose labels are generated by feeding a one-layer neural network with random iid inputs. We study the generalization performances of standard classifiers in the…

Machine Learning · Statistics 2021-02-18 Benjamin Aubin , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Statistics Theory · Mathematics 2026-04-08 Arthur Stéphanovitch

We study the problem of approximating and estimating classification functions that have their decision boundary in the $RBV^2$ space. Functions of $RBV^2$ type arise naturally as solutions of regularized neural network learning problems and…

Machine Learning · Computer Science 2024-09-27 Andres Felipe Lerma-Pineda , Philipp Petersen , Simon Frieder , Thomas Lukasiewicz

Data subsampling is one of the most natural methods to approximate a massively large data set by a small representative proxy. In particular, sensitivity sampling received a lot of attention, which samples points proportional to an…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

We consider the problem of linear classification under general loss functions in the limited-data setting. Overfitting is a common problem here. The standard approaches to prevent overfitting are dimensionality reduction and regularization.…

Machine Learning · Computer Science 2021-11-22 Deepayan Chakrabarti

Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of…

Machine Learning · Statistics 2013-09-19 Sivan Sabato , Nathan Srebro , Naftali Tishby

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

Statistics Theory · Mathematics 2021-01-07 Geoffrey Chinot , Guillaume Lecué , Matthieu Lerasle

We study the problem of learning classification functions from noiseless training samples, under the assumption that the decision boundary is of a certain regularity. We establish universal lower bounds for this estimation problem, for…

Functional Analysis · Mathematics 2021-12-28 Philipp Petersen , Felix Voigtlaender

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…

Machine Learning · Statistics 2026-04-09 Jiang Yu Nguwi , Nicolas Privault

When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…

Machine Learning · Computer Science 2025-04-23 Jingwu Tang , Jiayun Wu , Zhiwei Steven Wu , Jiahao Zhang

In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…

Optimization and Control · Mathematics 2026-02-11 Adrian Göß , Alexander Martin , Sebastian Pokutta , Kartikey Sharma

We investigate the sample complexity of networks with bounds on the magnitude of its weights. In particular, we consider the class \[ H=\left\{W_t\circ\rho\circ \ldots\circ\rho\circ W_{1} :W_1,\ldots,W_{t-1}\in M_{d, d}, W_t\in…

Machine Learning · Computer Science 2019-10-15 Amit Daniely , Elad Granot
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