相关论文: Risk Bounds for High-dimensional Ridge Function Co…

This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…

Leveled Homomorphic Encryption (LHE) offers a potential solution that could allow sectors with sensitive data to utilize the cloud and securely deploy their models for remote inference with Deep Neural Networks (DNN). However, this…

Low-rank pseudoinverses are widely used to approximate matrix inverses in scalable machine learning, optimization, and scientific computing. However, real-world matrices are often observed with noise, arising from sampling, sketching, and…

Population risk is always of primary interest in machine learning; however, learning algorithms only have access to the empirical risk. Even for applications with nonconvex nonsmooth losses (such as modern deep networks), the population…

We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Numerical solutions to high-dimensional partial differential equations (PDEs) based on neural networks have seen exciting developments. This paper derives complexity estimates of the solutions of $d$-dimensional second-order elliptic PDEs…

We show that deep neural networks (DNNs) can efficiently learn any composition of functions with bounded $F_{1}$-norm, which allows DNNs to break the curse of dimensionality in ways that shallow networks cannot. More specifically, we derive…

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

We provide (high probability) bounds on the condition number of random feature matrices. In particular, we show that if the complexity ratio $\frac{N}{m}$ where $N$ is the number of neurons and $m$ is the number of data samples scales like…

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…

In this paper, we study the hard and soft support vector regression techniques applied to a set of $n$ linear measurements of the form $y_i=\boldsymbol{\beta}_\star^{T}{\bf x}_i +n_i$ where $\boldsymbol{\beta}_\star$ is an unknown vector,…

We noisily observe solutions of an ordinary differential equation $\dot u = f(u)$ at given times, where $u$ lives in a $d$-dimensional state space. The model function $f$ is unknown and belongs to a H\"older-type smoothness class with…

In this paper, we study the properties of robust nonparametric estimation using deep neural networks for regression models with heavy tailed error distributions. We establish the non-asymptotic error bounds for a class of robust…

In this paper, we consider the problem of sequentially optimizing a black-box function $f$ based on noisy samples and bandit feedback. We assume that $f$ is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert…

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…

We consider neural networks with a single hidden layer and non-decreasing homogeneous activa-tion functions like the rectified linear units. By letting the number of hidden units grow unbounded and using classical non-Euclidean…

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…