Related papers: Algorithmic Complexity Bounds on Future Prediction…
Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…
Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…
We study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted…
The framework of Solomonoff prediction assigns prior probability to hypotheses inversely proportional to their Kolmogorov complexity. There are two well-known problems. First, the Solomonoff prior is relative to a choice of Universal Turing…
Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…
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…
In this work, we study online submodular maximization, and how the requirement of maintaining a stable solution impacts the approximation. In particular, we seek bounds on the best-possible approximation ratio that is attainable when the…
We apply recent ideas about complexity and randomness to the philosophy of laws and chances. We develop two ways to use algorithmic randomness to characterize probabilistic laws of nature. The first, a generative chance* law, employs a…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
While Kolmogorov complexity is the accepted absolute measure of information content of an individual finite object, a similarly absolute notion is needed for the relation between an individual data sample and an individual model summarizing…
In this paper, we first prove a high probability bound rather than an expectation bound for stochastic optimization with smooth loss. Furthermore, the existing analysis requires the knowledge of optimal classifier for tuning the step size…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Given a reference computer, Kolmogorov complexity is a well defined function on all binary strings. In the standard approach, however, only the asymptotic properties of such functions are considered because they do not depend on the…
Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative of the typical behavior of an algorithm, but remains largely unexplored in…
We develop a theory of complexity for numerical computations that takes into account the condition of the input data and allows for roundoff in the computations. We follow the lines of the theory developed by Blum, Shub, and Smale for…
In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…
Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional…
We obtain an index of the complexity of a random sequence by allowing the role of the measure in classical probability theory to be played by a function we call the generating mechanism. Typically, this generating mechanism will be a finite…
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…
In this work, we upper bound the generalization error of batch learning algorithms trained on samples drawn from a mixing stochastic process (i.e., a dependent data source) both in expectation and with high probability. Unlike previous…