相关论文: On the robustness of minimum norm interpolators an…
Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…
This paper establishes the generalization error of pooled min-$\ell_2$-norm interpolation in transfer learning where data from diverse distributions are available. Min-norm interpolators emerge naturally as implicit regularized limits of…
Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only…
The effect of the relative entropy asymmetry is analyzed in the empirical risk minimization with relative entropy regularization (ERM-RER) problem. A novel regularization is introduced, coined Type-II regularization, that allows for…
This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under…
Many modern machine learning models are trained to achieve zero or near-zero training error in order to obtain near-optimal (but non-zero) test error. This phenomenon of strong generalization performance for "overfitted" / interpolated…
Numerous recent works show that overparameterization implicitly reduces variance for min-norm interpolators and max-margin classifiers. These findings suggest that ridge regularization has vanishing benefits in high dimensions. We challenge…
We examine the necessity of interpolation in overparameterized models, that is, when achieving optimal predictive risk in machine learning problems requires (nearly) interpolating the training data. In particular, we consider simple…
We consider an underdetermined noisy linear regression model where the minimum-norm interpolating predictor is known to be consistent, and ask: can uniform convergence in a norm ball, or at least (following Nagarajan and Kolter) the subset…
We study the implicit regularization of optimization methods for linear models interpolating the training data in the under-parametrized and over-parametrized regimes. Since it is difficult to determine whether an optimizer converges to…
We consider the problem of empirical Bayes estimation for (multivariate) Poisson means. Existing solutions that have been shown theoretically optimal for minimizing the regret (excess risk over the Bayesian oracle that knows the prior) have…
Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…
The effect of relative entropy asymmetry is analyzed in the context of empirical risk minimization (ERM) with relative entropy regularization (ERM-RER). Two regularizations are considered: $(a)$ the relative entropy of the measure to be…
Deep neural networks generalize well despite being exceedingly overparameterized and being trained without explicit regularization. This curious phenomenon has inspired extensive research activity in establishing its statistical principles:…
It is well known that Empirical Risk Minimization (ERM) may attain minimax suboptimal rates in terms of the mean squared error (Birg\'e and Massart, 1993). In this paper, we prove that, under relatively mild assumptions, the suboptimality…
Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…
We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…
The $\ell_0$-constrained empirical risk minimization ($\ell_0$-ERM) is a promising tool for high-dimensional statistical estimation. The existing analysis of $\ell_0$-ERM estimator is mostly on parameter estimation and support recovery…
A continuing mystery in understanding the empirical success of deep neural networks is their ability to achieve zero training error and generalize well, even when the training data is noisy and there are more parameters than data points. We…
We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…