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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.

168,695 papers · 148 categories

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147293440586 · Jun 202019922001200920172026
48 results for uniform error bound

Study shows gap between uniform convergence and test error in random feature models.

problem Understanding the gap between uniform convergence and test error in random feature models.
method Analytical expressions for uniform convergence over norm balls, interpolators, and minimum norm interpolator risk derived and proved.
result Uniform convergence over interpolators still gives a non-trivial bound of test error even when classical uniform convergence is vacuous.

Sharp bounds on uniform generalization errors in binary linear classification.

problem Understanding the uniform generalization errors in binary linear classification.
method Isoperimetric arguments, Poincaré and log-Sobolev inequalities for joint distributions.
result Sharp concentration bounds on uniform generalization errors, almost sure convergence in broad settings.

Improved error estimate for SGLD sampling algorithm.

problem Establishing a precise error bound for SGLD.
method Sharp uniform-in-time error estimate for SGLD under mild assumptions.
result Uniform-in-time O(η2)O(η^2) bound for KL-divergence between SGLD and Langevin diffusion.

The paper explores why a specific type of predictor works well in noisy data.

problem Understanding why a specific type of predictor (minimum-norm interpolator) works well in noisy data.
method The paper uses uniform convergence and zero-error predictors in a norm ball to explain the success of the minimum-norm interpolator.
result The minimum-norm interpolator is consistent, and this can be explained by uniform convergence of zero-error predictors in a norm ball.

This paper addresses error bounds and posterior variance for Gaussian process regression.

problem Deriving performance guarantees for Gaussian process regression without prior knowledge.
method Lipschitz continuity and analysis of posterior variance function.
result Uniform error bounds for Gaussian process regression are derived.

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.

Study problem-dependent rates in statistical learning theory, achieving optimal generalization error bounds.

problem Generalization error in statistical learning theory.
method Uniform localized convergence framework.
result Optimal generalization error bounds for various learning problems.

The paper provides a uniform convergence bound for smooth calibration error and its relationship with functional gradient.

problem Limited theoretical understanding of learning algorithms achieving high accuracy and good calibration.
method Focuses on smooth calibration error, providing a uniform convergence bound and proving the relationship with functional gradient.
result Derives conditions for simultaneous classification and calibration guarantees in gradient boosting trees, kernel boosting, and neural networks.

Uniform bounds for neural networks' generalization error in overparameterized settings.

problem Generalization error in overparameterized neural networks.
method Neural Tangent kernel theory and Mercer decomposition of the NT kernel in spherical harmonics.
result Uniform generalization bounds for overparameterized neural networks in RKHS.

New bounds for learning polynomial surrogates with LL_\infty guarantees.

problem Learning polynomial surrogates for bounded binary functions with LL_\infty error guarantees.
method Characterized minimax sample complexity for two classes of polynomials under subgaussian noise.
result Sample complexity rates differ from noiseless case, scaling as nd+1n^{d+1} for degree dd polynomials and ns2ns^2 for sparse polynomials.

The paper tackles learning from non-irreducible Markov chains, proving learnability and generalization bounds.

problem Learning from temporal dependent data with non-irreducible Markov chains.
method Uniform convergence and generalization bounds for sample error under uniform ergodicity.
result Learnability and generalization bounds for approximate sample error minimization algorithm.

We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors, depending on the dimension of the models and the cardinalities of their sample sp…

2012-07-14abs ↗pdf ↗

This study uses neural networks to approximate Bayesian filtering problems.

problem Estimating latent time-series signal statistics from observation sequences.
method Formulated a generic recurrent neural network framework to learn recursive mappings directly.
result Approximation error bounds for filtering in non-compact domains and strong time-uniform bounds.

Suppose some classifiers are selected from a set of hypothesis classifiers to form an equally-weighted ensemble that selects a member classifier at random for each input example. Then the ensemble has an error bound consisting of the average error bound for the member classifiers, a term for selectivity that varies fro…

2016-10-04abs ↗pdf ↗

Improved matrix completion for non-uniformly sampled data.

problem Estimating unobserved entries in a matrix with varying sampling probabilities.
method Developed entry-specific bounds for low-rank matrix completion under structured non-uniform sampling.
result Error bounds for each entry match minimax lower bounds under certain conditions.

New bounds on ReLU networks for low-regular functions.

problem Bounding approximation error for ReLU networks on low-regular functions.
method Complexity analysis of Fourier features residual networks to ReLU networks.
result Approximation error bound proportional to target function norm and inversely proportional to network width and depth.

Deep learning generalizes well despite being overparameterized.

problem Why deep networks generalize well despite fitting training data perfectly.
method Empirical study of training methods and derivation of data-dependent generalization bounds.
result Uniform convergence alone is insufficient for explaining generalization in overparameterized settings.

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the generalization error of empirical risk minimization based on the mutual information $I(S;…

2018-01-12abs ↗pdf ↗

Paper quantizes heavy-tailed data for near optimal estimation rates.

problem Estimating parameters from heavy-tailed data with quantization.
method Truncate and dither data, then uniformly quantize; achieves near minimax rates.
result Near optimal estimation rates achievable with quantized data.

Paper improves risk bounds for nonconvex-strongly-concave minimax problems.

problem Achieving sharper risk bounds for nonconvex-strongly-concave minimax problems.
method Using uniform localized convergence to derive high probability generalization error bounds.
result Derives n times faster excess primal risk bounds for popular algorithms.

ET-GP-UCB optimizes time-varying functions without knowing change rates.

problem Sequentially optimizing a time-varying objective function with unknown change rates.
method Event-triggered Bayesian optimization with adaptive resets based on probabilistic uniform error bounds.
result ET-GP-UCB outperforms other GP-UCB algorithms in synthetic and real-world data.

Paper studies quantized LRMR with random dithering for correlated tasks.

problem Estimating coefficient matrix in quantized multivariate regression.
method Uniform quantization with random dithering, constrained and regularized Lasso estimators.
result Achieves minimax optimal rate with dithering, slightly worsens quantization effect.

Analytic networks with bounded coefficients can't outperform polynomial approximations.

problem Approximation limits of neural networks with analytic activation functions under coefficient constraints.
method Deterministic analysis using comparison argument and Bernstein-type estimates.
result Networks with analytic activation functions and controlled coefficients cannot outperform classical polynomial approximation rates on non-analytic targets.

Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.

problem Challenges in obtaining stable diffusion-based samplers in high- and infinite-dimensional settings.
method Study of preconditioned Annealed Langevin Dynamics (ALD) for Gaussian mixtures, focusing on Euler-Maruyama (EM) and exponential-integrator schemes.
result Proves dimension-uniform KL bounds for the exponential-integrator scheme, allowing arbitrarily small divergence with dimension.

Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using generalized Gini distance, an energy distance in reproducing kernel Hilbert spaces (RK…

2019-06-05abs ↗pdf ↗

We explore in some detail the notion of algorithmic stability as a viable framework for analyzing the generalization error of learning algorithms. We introduce the new notion of training stability of a learning algorithm and show that, in a general setting, it is sufficient for good bounds on generalization error. In t…

2012-12-12abs ↗pdf ↗

New algorithm for learning functions with bounds on error and sample complexity.

problem Learning [0,1][0,1]-valued functions in a prediction model.
method General-purpose algorithm with upper and lower bounds on expected error and sample complexity.
result Improved bounds on sample complexity and agnostic learning conditions.