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.
This work bounds classification error in machine learning for low Bayes error conditions.
problem Understanding the error mismatch between Bayes error and model-based classification error.
method Applying classification error bounds to study the relationship with Kullback-Leibler divergence and proposing a linear approximation for low Bayes error conditions.
result A linear approximation of the classification error bound for low Bayes error conditions is proposed.
This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error rates of sample-consistent classifiers with monotonic error regions, in the real…
Recent works have derived non-asymptotic upper bounds for convergence of underdamped Langevin MCMC. We revisit these bound and consider introducing scaling terms in the underlying underdamped Langevin equation. In particular, we provide conditions under which an appropriate scaling allows to improve the error bounds in…
We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes use of Curto and Fialkow's solutions for the truncated moment problem. The lower …
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional entropy of the data point to be estimated or predicted given the side information or p…
Enhanced H-consistency bounds derived under relaxed conditions.
problem Quantifying the relationship between zero-one estimation error and surrogate loss estimation error.
method Relaxing the condition on the surrogate loss conditional regret and presenting a general framework for establishing enhanced H-consistency bounds.
result Derivation of more favorable H-consistency bounds in various scenarios.
This paper improves entropy bounds for ranking time-series complexity.
problem Ranking the complexity of time series processes.
method Building on information theoretic bounds, the paper improves the upper bound of conditional differential entropy using Hadamard's inequality and covariance matrix properties.
result The improved bounds can be used to rank the complexity of time series processes.
Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for solving optimization problems. In this paper, we present a new framework for establis…
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 and uniform error bounds have been derived, which allow safe control based on thes…
We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find upper bounds on the rates of convergence of the LSE when the errors have uniformly …
In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data point to be predicted given the previous data points. In the asymptotic case, the…
An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the learning algorithm. The bound is derived under more general conditions on the loss func…
This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Reinforcement Learning (RL), and many of these algorithms can be interpreted as special cases of stochastic approximation (SA). It is argued tha…
Weighted SVM (or fuzzy SVM) is the most widely used SVM variant owning its effectiveness to the use of instance weights. Proper selection of the instance weights can lead to increased generalization performance. In this work, we extend the span error bound theory to weighted SVM and we introduce effective hyperparamete…
In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we derive a relative upper bound for recovering the best low-rank approximation of t…
For binary classification we establish learning rates up to the order of n−1 for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…
We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic noise, using block-ℓ1 regularization. While the current theory provides promis…
We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input example. The bounds provide a novel approach to study the generalization of learni…