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Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…

最优化与控制 · 数学 2020-07-15 Esther Derman , Shie Mannor

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

机器学习 · 计算机科学 2019-01-30 Bicheng Ying , Kun Yuan , Stefan Vlaski , Ali H. Sayed

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

数值分析 · 数学 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

We propose a novel regularization algorithm to train deep neural networks, in which data at training time is severely biased. Since a neural network efficiently learns data distribution, a network is likely to learn the bias information to…

计算机视觉与模式识别 · 计算机科学 2019-04-16 Byungju Kim , Hyunwoo Kim , Kyungsu Kim , Sungjin Kim , Junmo Kim

We study the theoretical properties of random Fourier features classification with Lipschitz continuous loss functions such as support vector machine and logistic regression. Utilizing the regularity condition, we show for the first time…

机器学习 · 统计学 2021-09-23 Zhu Li

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…

统计理论 · 数学 2017-08-10 Gilles Blanchard , Nicole Mücke

Denoising score matching plays a pivotal role in the performance of diffusion-based generative models. However, the empirical optimal score--the exact solution to the denoising score matching--leads to memorization, where generated samples…

机器学习 · 统计学 2025-05-07 Yu-Han Wu , Pierre Marion , Gérard Biau , Claire Boyer

In this article, we propose a novel regularization method for a class of nonlinear inverse problems that is inspired by an application in quantitative magnetic resonance imaging (qMRI). The latter is a special instance of a general…

最优化与控制 · 数学 2025-06-16 Guozhi Dong , Michael Hintermüller , Clemens Sirotenko

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

数值分析 · 数学 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

Tensor decomposition methods allow us to learn the parameters of latent variable models through decomposition of low-order moments of data. A significant limitation of these algorithms is that there exists no general method to regularize…

机器学习 · 统计学 2019-05-28 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time. This work shows that…

数值分析 · 数学 2024-04-02 Huan Zhang , Yifan Chen , Eric Vanden-Eijnden , Benjamin Peherstorfer

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

统计理论 · 数学 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

机器学习 · 统计学 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…

机器学习 · 计算机科学 2024-06-11 Xuyang Zhao , Huiyuan Wang , Weiran Huang , Wei Lin

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

最优化与控制 · 数学 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

Continual learning entails learning a sequence of tasks and balancing their knowledge appropriately. With limited access to old training samples, much of the current work in deep neural networks has focused on overcoming catastrophic…

机器学习 · 计算机科学 2023-10-16 Yilin Lyu , Liyuan Wang , Xingxing Zhang , Zicheng Sun , Hang Su , Jun Zhu , Liping Jing

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

机器学习 · 统计学 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

统计理论 · 数学 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

The widespread use of Batch Normalization has enabled training deeper neural networks with more stable and faster results. However, the Batch Normalization works best using large batch size during training and as the state-of-the-art…

计算机视觉与模式识别 · 计算机科学 2020-11-24 Martin Kolarik , Radim Burget , Kamil Riha