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We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Probability · Mathematics 2013-11-05 Xinjia Chen

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

The most powerful technique known at present for bounding the size of quantum codes of prescribed minimum distance is the quantum linear programming bound. Unlike the classical linear programming bound, it is not immediately obvious that if…

Quantum Physics · Physics 2007-05-23 Eric M. Rains

An infinite set is orbit-finite if, up to permutations of the underlying structure of atoms, it has only finitely many elements. We study a generalisation of linear programming where constraints are expressed by an orbit-finite system of…

Logic in Computer Science · Computer Science 2024-11-14 Arka Ghosh , Piotr Hofman , Sławomir Lasota

From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various…

Machine Learning · Computer Science 2014-06-10 Andreas Maurer , Massimiliano Pontil , Bernardino Romera-Paredes

A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…

Optimization and Control · Mathematics 2016-08-02 Lukas Schork , Jacek Gondzio

The general setting of this work is the constraint-based synthesis of termination arguments. We consider a restricted class of programs called lasso programs. The termination argument for a lasso program is a pair of a ranking function and…

Logic in Computer Science · Computer Science 2014-01-22 Matthias Heizmann , Jochen Hoenicke , Jan Leike , Andreas Podelski

We study properties and applications of various circuit imbalance measures associated with linear spaces. These measures describe possible ratios between nonzero entries of support-minimal nonzero vectors of the space. The fractional…

Combinatorics · Mathematics 2021-12-15 Farbod Ekbatani , Bento Natura , László A. Végh

With fairness concerns gaining significant attention in Machine Learning (ML), several bias mitigation techniques have been proposed, often compared against each other to find the best method. These benchmarking efforts tend to use a common…

Machine Learning · Computer Science 2024-11-20 Prakhar Ganesh , Usman Gohar , Lu Cheng , Golnoosh Farnadi

We consider parametric linear programming problems with multiple objective functions depending linearly on some parameter. Both parametric (single-objective) linear programming and (non-parametric) multi-objective linear programming are…

Optimization and Control · Mathematics 2026-02-16 Kezang Yuden , Levin Nemesch , Stefan Ruzika

A personalized learning system needs a large pool of items for learners to solve. When working with a large pool of items, it is useful to measure the similarity of items. We outline a general approach to measuring the similarity of items…

Computers and Society · Computer Science 2018-06-11 Radek Pelánek , Tomáš Effenberger , Matěj Vaněk , Vojtěch Sassmann , Dominik Gmiterko

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Probability · Mathematics 2019-12-11 Li-Xin Zhang

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

The problem of the estimation of relevance to a set of histograms generated by samples of a discrete time process is discussed on the base of the variational principles proposed in the previous paper [1]. Some conditions for dimension…

Optimization and Control · Mathematics 2018-05-28 M. A. Antonets

Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…

Numerical Analysis · Mathematics 2025-11-27 Toby Anderson , Max Collins , Jamie Haddock , Jackie Lok , Elizaveta Rebrova

Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tuning parameters. Making use of the martingale difference…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

Linear programming approaches have been applied to derive upper bounds on the size of classical codes and quantum codes. In this paper, we derive similar results for general quantum codes with entanglement assistance, including nonadditive…

Information Theory · Computer Science 2018-01-16 Ching-Yi Lai , Alexei Ashikhmin
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