相关论文: Choosing the Right Regularizer for Applied ML: Sim…

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

Recent works have shown that on sufficiently over-parametrized neural nets, gradient descent with relatively large initialization optimizes a prediction function in the RKHS of the Neural Tangent Kernel (NTK). This analysis leads to global…

This paper proposes a novel formulation for reinforcement learning (RL) with large language models, explaining why and under what conditions the true sequence-level reward can be optimized via a surrogate token-level objective in policy…

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for…

Least squares fitting is in general not useful for high-dimensional linear models, in which the number of predictors is of the same or even larger order of magnitude than the number of samples. Theory developed in recent years has coined a…

In this paper, we investigate the use of small datasets in the context of offline reinforcement learning (RL). While many common offline RL benchmarks employ datasets with over a million data points, many offline RL applications rely on…

In most practical applications such as recommendation systems, display advertising, and so forth, the collected data often contains missing values and those missing values are generally missing-not-at-random, which deteriorates the…

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models. In time series context, it is mostly restricted to Gaussian autoregressions or mixing sequences. We study…

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…

The lasso and related sparsity inducing algorithms have been the target of substantial theoretical and applied research. Correspondingly, many results are known about their behavior for a fixed or optimally chosen tuning parameter specified…

Self-play alignment has emerged as an effective approach for fine-tuning large language models (LLMs), formulating preference optimization as a two-player game. However, the regularization with respect to the reference policy, which is…

Many reinforcement learning algorithms can be seen as versions of approximate policy iteration (API). While standard API often performs poorly, it has been shown that learning can be stabilized by regularizing each policy update by the…

Low-Rank Adaptation (LoRA) has become one of the most widely used fine-tuning mechanisms for adapting large language models to new domains, tasks, and users. Yet adaptation performance alone can obscure an important failure mode: LoRA…

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…

This paper investigates theoretical properties and efficient numerical algorithms for the so-called elastic-net regularization originating from statistics, which enforces simultaneously l^1 and l^2 regularization. The stability of the…

It has recently been shown that supervised learning with the popular logistic loss is equivalent to optimizing the exponential loss over sufficient statistics about the class: Rademacher observations (rados). We first show that this…

We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…

In recent years, continual learning, a prediction setting in which the problem environment may evolve over time, has become an increasingly popular research field due to the framework's gearing towards complex, non-stationary objectives.…