相关论文: De-randomized PAC-Bayes Margin Bounds: Application…

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions:…

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

The topic of nonparametric estimation of smooth boundaries is extensively studied in the conventional setting where pairs of single covariate and response variable are observed. However, this traditional setting often suffers from the cost…

We investigate 1) the rate at which refined properties of the empirical risk---in particular, gradients---converge to their population counterparts in standard non-convex learning tasks, and 2) the consequences of this convergence for…

New upper bounds are developed for the $L_2$ distance between $\xi/\text{Var}[\xi]^{1/2}$ and linear and quadratic functions of $z\sim N(0,I_n)$ for random variables of the form $\xi=bz^\top f(z) - \text{div} f(z)$. The linear approximation…

Deep neural network (NN) with millions or billions of parameters can perform really well on unseen data, after being trained from a finite training set. Various prior theories have been developed to explain such excellent ability of NNs,…

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input…

We consider the problem of estimating the mean of a sequence of random elements $f(X_1, \theta)$ $, \ldots, $ $f(X_n, \theta)$ where $f$ is a fixed scalar function, $S=(X_1, \ldots, X_n)$ are independent random variables, and $\theta$ is a…

This paper addresses the problems of conditional variance estimation and confidence interval construction in nonparametric regression using dense networks with the Rectified Linear Unit (ReLU) activation function. We present a…

We present a family of novel block-sample MAC-Bayes bounds (mean approximately correct). While PAC-Bayes bounds (probably approximately correct) typically give bounds for the generalization error that hold with high probability, MAC-Bayes…

Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…

Modern neural networks are highly overparameterized, with capacity to substantially overfit to training data. Nevertheless, these networks often generalize well in practice. It has also been observed that trained networks can often be…

Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the…

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under L^\infty constraints on the linear combination. When the input distribution is known, there already exists…

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Linear Autoencoders (LAEs) have shown strong performance in state-of-the-art recommender systems. However, this success remains largely empirical, with limited theoretical understanding. In this paper, we investigate the generalizability --…

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

In this paper we consider Deep Neural Networks (DNNs) with a smooth activation function as surrogates for high-dimensional functions that are somewhat smooth but costly to evaluate. We consider the standard (non-periodic) DNNs as well as…

We consider the consensus problem in a decentralized network, focusing on a compact submanifold that acts as a nonconvex constraint set. By leveraging the proximal smoothness of the compact submanifold, which encompasses the local singleton…

A central problem in the theory of empirical Bayes is to control the regret (excess risk) of a learned Bayes rule by the Hellinger distance between the estimated and true marginal densities. In the normal means model, the classical result…