相关论文: A Framework of Learning Through Empirical Gain Max…

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Empirical risk minimization (ERM) can be computationally expensive, with standard solvers scaling poorly even in the convex setting. We propose a novel lossless compression framework for convex ERM based on color refinement, extending prior…

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…

The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume…

We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data,…

We study the sample complexity of the best-case Empirical Risk Minimizer in the setting of stochastic convex optimization. We show that there exists an instance in which the sample size is linear in the dimension, learning is possible, but…

Empirical risk minimization (ERM) is typically designed to perform well on the average loss, which can result in estimators that are sensitive to outliers, generalize poorly, or treat subgroups unfairly. While many methods aim to address…

I propose an estimation algorithm for Exponential Random Graph Models (ERGM), a popular statistical network model for estimating the structural parameters of strategic network formation in economics and finance. Existing methods often…

Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…

Weight averaging of Stochastic Gradient Descent (SGD) iterates is a popular method for training deep learning models. While it is often used as part of complex training pipelines to improve generalization or serve as a `teacher' model,…

We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…

The paper presents a robust parameter learning methodology for identification of nonlinear dynamical system from data while satisfying safety and stability constraints in the context of learning from demonstration (LfD) methods. Extreme…

We propose a general framework for deriving generalization bounds for parallel positively homogeneous neural networks--a class of neural networks whose input-output map decomposes as the sum of positively homogeneous maps. Examples of such…

In this paper I propose a generative model of supervised learning that unifies two approaches to supervised learning, using a concept of a correct loss function. Addressing two measurability problems, which have been ignored in statistical…

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…

Retrieval augmentation has become an effective solution to empower large language models (LLMs) with external and verified knowledge sources from the database, which overcomes the limitations and hallucinations of LLMs in handling…