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.
We investigate the learning rate of multiple kernel learning (MKL) with ℓ1 and elastic-net regularizations. The elastic-net regularization is a composition of an ℓ1-regularizer for inducing the sparsity and an ℓ2-regularizer for controlling the smoothness. We focus on a sparse setting where the total …
We investigate the learning rate of multiple kernel leaning (MKL) with elastic-net regularization, which consists of an ℓ1-regularizer for inducing the sparsity and an ℓ2-regularizer for controlling the smoothness. We focus on a sparse setting where the total number of kernels is large but the number of non…
We theoretically investigate the convergence rate and support consistency (i.e., correctly identifying the subset of non-zero coefficients in the large sample limit) of multiple kernel learning (MKL). We focus on MKL with block-l1 regularization (inducing sparse kernel combination), block-l2 regularization (inducing un…
In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper is dense type regularizations including \ellp-MKL. According to the recent numeri…
Dropout regularizes against high-order interactions by canceling interaction rates.
problem Overfitting to high-order interactions in neural networks.
method Analyzes Dropout through the lens of interaction effects, showing how it effectively cancels out the probability of surviving interactions of different orders.
result Dropout regularizes against high-order interactions by effectively canceling out the probability of surviving interactions of different orders.
We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect to variants of norms, under a capacity assumption on the hypothesis space and a …
Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL objective and thus generally converges to a policy different from the optimal gree…
We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To tackle this problem we use a nonparametric model and propose an algorithm splitting t…
In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…
Batch Normalization is a commonly used trick to improve the training of deep neural networks. These neural networks use L2 regularization, also called weight decay, ostensibly to prevent overfitting. However, we show that L2 regularization has no regularizing effect when combined with normalization. Instead, regulariza…
Regularization is a well recognized powerful strategy to improve the performance of a learning machine and lq regularization schemes with 0<q<∞ are central in use. It is known that different q leads to different properties of the deduced estimators, say, l2 regularization leads to smooth estimators while…
The paper analyzes the convergence rates of Q-learning with entropy regularization and linear function approximation.
problem Analyzing the convergence rates of Q-learning with entropy regularization and linear function approximation.
method The paper derives rates of convergence using the high-dimensional central limit theorem, linearization of the soft Bellman recursion, and Gaussian approximation for the leading martingale term.
result The algorithm's last iterate satisfies high-order moment bounds, with a Gaussian approximation bound of order n−1/4.
A typical approach in estimating the learning rate of a regularized learning scheme is to bound the approximation error by the sum of the sampling error, the hypothesis error and the regularization error. Using a reproducing kernel space that satisfies the linear representer theorem brings the advantage of discarding t…
We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related to Kernel Partial Least Squares, a regression method that combines supervised dim…
We provide theoretical analysis of the statistical and computational properties of penalized M-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this category, including least squares regression with nonconvex regularization, generalized …
We study realizable continual linear regression under random task orderings, a common setting for developing continual learning theory. In this setup, the worst-case expected loss after k learning iterations admits a lower bound of Ω(1/k). However, prior work using an unregularized scheme has only established an up…
We consider the learning algorithms under general source condition with the polynomial decay of the eigenvalues of the integral operator in vector-valued function setting. We discuss the upper convergence rates of Tikhonov regularizer under general source condition corresponding to increasing monotone index function. T…