相关论文: Generalization bounds for nonparametric regression…

Meta learning automatically infers an inductive bias, that includes the hyperparameter of the base-learning algorithm, by observing data from a finite number of related tasks. This paper studies PAC-Bayes bounds on meta generalization gap.…

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

How many training data are needed to learn a supervised task? It is often observed that the generalization error decreases as $n^{-\beta}$ where $n$ is the number of training examples and $\beta$ an exponent that depends on both data and…

We propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the…

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Estimating the generalization error (GE) of machine learning models is fundamental, with resampling methods being the most common approach. However, in non-standard settings, particularly those where observations are not independently and…

Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…

The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data.…

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

Data augmentation is one of the most widely used techniques to improve generalization in modern machine learning, often justified by its ability to promote invariance to label-irrelevant transformations. However, its theoretical role…

Gradient information is widely useful and available in applications, and is therefore natural to include in the training of neural networks. Yet little is known theoretically about the impact of Sobolev training -- regression with both…

This paper develops a bias correction scheme for a multivariate normal model under a general parameterization. In the model, the mean vector and the covariance matrix share the same parameters. It includes many important regression models…

In recent years, information-theoretic generalization bounds have gained increasing attention for analyzing the generalization capabilities of meta-learning algorithms. However, existing results are confined to two-step bounds, failing to…

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

We characterize conditions under which collections of distributions on $\{0,1\}^\mathbb{N}$ admit uniform estimation of their mean. Prior work from Vapnik and Chervonenkis (1971) has focused on uniform convergence using the empirical mean…

We prove theorems about the Gaussian asymptotics of an empirical bridge built from linear model regressors with multiple regressor ordering. We study the testing of the hypothesis of a linear model for the components of a random vector: one…

Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…

Ensembles depend on diversity for improved performance. Many ensemble training methods, therefore, attempt to optimize for diversity, which they almost always define in terms of differences in training set predictions. In this paper,…

Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…