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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3978116155 · Jun 202019922001200920172026
48 results for data-dependent constraints

We reformulate data-dependent constraints to ensure they are always met with high probability.

problem Ensuring fairness and stability in machine learning models with data-dependent constraints.
method Calibrated reformulation of constraints to guarantee satisfaction with a specified probability.
result Our method guarantees that fairness constraints are met at test time with high probability.

Paper proves conditions for estimating precision matrices with Laplacian constraints.

problem Estimating high-dimensional precision matrices with Laplacian constraints.
method Minimizing Stein's loss with conditions on graph connectivity and Laplacian constraints.
result High-dimensional consistency achieved with Laplacian constraints, independent of graph structure.

Framework evaluates the impact of prior knowledge in deep learning models.

problem Mitigating data-driven model shortcomings like data dependence and generalization ability.
method Model-agnostic framework inspired by interpretable machine learning, assessing data volume and estimation range effects.
result Complex relationship between data and knowledge, including dependence, synergistic, and substitution effects.

Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…

2017-05-26abs ↗pdf ↗

We present a data dependent generalization bound for a large class of regularized algorithms which implement structured sparsity constraints. The bound can be applied to standard squared-norm regularization, the Lasso, the group Lasso, some versions of the group Lasso with overlapping groups, multiple kernel learning a…

2011-08-17abs ↗pdf ↗

We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization bound for data-dependent hypothesis sets expressed in terms of a notion of hypothe…

2019-04-09abs ↗pdf ↗

PAC-Bayesian theory applied to data-dependent hypothesis sets yields uniform generalization bounds.

problem Proving uniform generalization bounds for data-dependent hypothesis sets.
method Applying PAC-Bayesian framework on 'random sets' and considering data-dependent hypothesis sets.
result Data-dependent uniform generalization bounds are proven, providing tighter and unified results.

Paper introduces data-dependent SSP for private linear and logistic regression.

problem Private linear and logistic regression with better performance.
method Data-dependent sufficient statistic perturbation (SSP) for linear and logistic regression.
result Data-dependent SSP outperforms state-of-the-art methods for linear and logistic regression.

Paper develops neural network approximation for pessimistic offline RL with theoretical guarantees.

problem Challenges in offline reinforcement learning with deep neural networks and data dependence.
method Establishes estimation error for pessimistic offline RL using neural network approximation with C\mathcal{C}-mixing data.
result Explicit efficiency of deep adversarial offline RL frameworks demonstrated with two converging error components.

The paper shows robustness and generalization are closely connected via data-dependent bounds.

problem Connecting robustness and generalization in machine learning.
method Data-dependent generalization bounds that reduce dependence on covering number and hypothesis space.
result Proves robustness implies generalization, with near-exponential improvements in various situations.

The study improves representation learning bounds using data-dependent Gaussian mixtures.

problem Improving generalization in representation learning.
method Established bounds using relative entropy and MDL of latent variables.
result The approach significantly improves generalization over existing methods.

Meta-learning bounds derived using PAC-Bayes theory for improved generalization.

problem Uncertainty in generalization performance for meta-learning with new tasks.
method PAC-Bayes relative entropy bounds and empirical risk minimization (ERM) method.
result Competitive generalization performance and rapid convergence with data-dependent prior.

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization bounds on data-dependent posteriors. Using this flexibility, however, is difficult,…

2018-02-26abs ↗pdf ↗

New algorithm achieves data-dependent regret bounds in MDPs with unknown transitions.

problem Achieving best-of-both-worlds guarantees with data-dependent regret bounds in MDPs with unknown transitions.
method Optimistic follow-the-regularized-leader algorithm with new optimistic Q-function estimators and transition bonus.
result First-order, second-order, and path-length bounds with polylog(T) regret in the stochastic regime.

Fast robust subspace tracking in sparse data-dependent noise with near-optimal delay.

problem Robustly tracking time-varying subspaces in the presence of sparse outliers.
method Introduces a fast mini-batch robust ST solution under mild assumptions.
result Provably correct subspace tracking with near-optimal delay and same time complexity as simple PCA.

Enhances SDR via Hellinger correlation for better data dependency understanding.

problem Improving sufficient dimension reduction in single-index models.
method Developed a new method using Hellinger correlation for detecting the dimension reduction subspace.
result Significantly enhances and outperforms existing SDR methods through deeper data dependency understanding.

Paper establishes a generalization bound for gradient flow using a data-dependent kernel.

problem Understanding the generalization properties of gradient-based optimization methods.
method Establishes a generalization bound for gradient flow through a data-dependent kernel called the loss path kernel (LPK).
result The LPK captures the entire training trajectory and leads to tighter generalization guarantees.

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret bounds. The first algorithm achieves a second-order tracking regret bound, which impr…

2019-09-05abs ↗pdf ↗

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a partition. The estimator predicts the empirical conditional expectation over the cel…

2019-07-04abs ↗pdf ↗

Framework evaluates privacy cost of non-private pre-processing in DP pipelines.

problem Privacy cost of non-private data-dependent pre-processing in DP machine learning pipelines.
method Establishes upper bounds on overall privacy guarantees using Smooth DP and bounded sensitivity.
result Explicit overall privacy guarantees for various pre-processing algorithms.

PriorGrad improves speech synthesis models by using data-dependent adaptive priors.

problem Inefficiency in denoising diffusion models due to mismatch between prior and data distributions.
method Proposes PriorGrad, an adaptive prior derived from data statistics based on conditional information.
result PriorGrad achieves faster convergence and superior performance in speech synthesis models.

The Adam algorithm has become extremely popular for large-scale machine learning. Under convexity condition, it has been proved to enjoy a data-dependant O(T)O(\sqrt{T}) regret bound where TT is the time horizon. However, whether strong convexity can be utilized to further improve the performance remains an open problem…

2019-05-08abs ↗pdf ↗

Paper introduces new bounds linking data compressibility to generalization error.

problem Establishing data-dependent generalization bounds.
method Variable-size compressibility framework linking generalization error to compression rate of input data.
result New bounds depend on empirical data measure, subsuming existing PAC-Bayes and intrinsic dimension bounds.

In this paper, we consider the problem of recovering a graph that represents the statistical data dependency among nodes for a set of data samples generated by nodes, which provides the basic structure to perform an inference task, such as MAP (maximum a posteriori). This problem is referred to as structure learning. W…

2018-04-29abs ↗pdf ↗

We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based…

2013-03-15abs ↗pdf ↗

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

New insights on active sequential prediction for mean estimation.

problem Active sequential prediction-powered mean estimation problem.
method Combining uncertainty-based suggestion with a constant probability, analyzing non-asymptotic bounds, and using no-regret learning.
result The optimal query probability is close to the constraint when using no-regret learning.

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which utilize the geometry of the data by a novel data-dependent sampling scheme. When …

2014-10-23abs ↗pdf ↗

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and convergence rates for distributed SGD to the data distribution instead of the regu…

2016-08-30abs ↗pdf ↗

Algorithm provides online learning guarantees against general comparators in full and bandit feedback.

problem Adversarial online learning with data-dependent regret guarantees.
method Completely online algorithm with data-dependent regret guarantees for full and bandit feedback.
result Algorithm achieves expected performance against arbitrary comparator sequences in full and bandit feedback settings.

Data-dependent hashing has recently attracted attention due to being able to support efficient retrieval and storage of high-dimensional data such as documents, images, and videos. In this paper, we propose a novel learning-based hashing method called "Supervised Discrete Hashing with Relaxation" (SDHR) based on "Super…

2019-04-07abs ↗pdf ↗

The study characterizes diffusion model generalization using data-dependent ridge manifolds.

problem Understanding where diffusion model-generated samples lie when not memorizing the training set.
method Introduced a time-dependent family of log-density ridge manifolds to characterize reverse-time inference.
result Generated samples evolve by a reach-align-slide mechanism, controlled by normal and tangential components of training error.