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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.

169,291 papers · 148 categories

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6501,3001,9502,600 · Jun 202019922001200920182026
48 results for upper bound of generalization error

Novel upper bound for unsupervised domain adaptation considers joint error.

problem Addressing the issue of mixing samples from different classes when matching marginal distributions.
method Proposes a general upper bound that penalizes undesirable joint error, uses constrained hypothesis space, and introduces cross margin discrepancy.
result Our proposal outperforms related approaches in image classification error rates on domain adaptation benchmarks.

New method improves understanding of machine learning model performance.

problem Understanding how well machine learning models generalize from training data to unseen data.
method Auxiliary Distribution Method to derive new generalization error bounds.
result Upper bounds on generalization errors are tighter and more applicable.

The paper bounds the mean absolute error in DNN vector-to-vector regression.

problem Bounding the mean absolute error in deep neural network based vector-to-vector regression.
method Error decomposition techniques in statistical learning theory and non-convex optimization theory were used to derive upper bounds for approximation, estimation, and optimization errors.
result Theoretical upper bounds for mean absolute error in DNN vector-to-vector regression were derived and validated experimentally.

Study bounds graph neural networks' over-parameterized error.

problem Understanding graph neural networks' performance in over-parameterized regimes.
method Developed mean-field regime bounds for graph convolutional and message passing neural networks.
result Established upper bounds with a convergence rate of O(1/n)O(1/n) for generalization error.

This work bounds the generalization error of private algorithms for discrete data.

problem Bounding the generalization error of private algorithms for discrete data.
method Information-theoretic approach using relative entropy and the method of types.
result Explicit upper bounds on the generalization error of stable private algorithms for discrete data.

Paper bounds prediction error for misspecified Gaussian process models.

problem Guaranteeing model confidence for nonparametric Gaussian process regression.
method Derives an upper bound for mean square prediction error using pseudo-concave optimization.
result Upper bound for mean square prediction error of misspecified models.

This paper establishes lower bounds for SGD's error, matching upper bounds.

problem Proving lower error bounds for SGD optimization algorithm.
method Analysis of mean square error for SGD with specific learning rates.
result Essentially matching lower and upper bounds for SGD's mean square error.

Study precise sample covariance error for Gaussian centered data.

problem Precise characterization of sample covariance error for Gaussian data.
method Developed a Random Duality Theory (RDT) framework to determine upper and lower bounds.
result Upper and lower bounds match in large-dimensional contexts, matching the spectral norm's limiting value.

Optimal transport bounds improve generalization in learning algorithms.

problem Understanding and improving generalization in machine learning.
method Using algorithmic transport cost and Wasserstein distance to derive upper bounds on generalization error.
result Generalization error decreases exponentially with the number of layers in deep neural networks.

This paper tightens the generalization error bound for graph embedding in non-Euclidean spaces.

problem High generalization error in non-Euclidean graph embedding, preventing practical applications.
method Novel upper bound of graph embedding's generalization error using local Rademacher complexity.
result The new bound is tighter and faster, allowing better performance in non-Euclidean spaces.

Paper explores trade-off between convergence and stability in iterative algorithms.

problem Understanding the relationship between convergence and stability in iterative algorithms.
method Analyzes the overall performance of iterative algorithms in terms of training error and generalization error.
result Shows a fundamental trade-off between convergence and stability of iterative algorithms.

Fine-tunes deep neural networks to match theoretical bounds on generalization errors.

problem Improve generalization errors of deep neural networks by constraining weight norms.
method Proposes a two-stage renormalization procedure and a fine-grained SGD algorithm for training DNNs with constrained weights.
result Empirical generalization errors of DNNs are closer to theoretical bounds, improving accuracy.

The paper analyzes GA of extremum estimators and applies it to penalized regression.

problem Analyzing the generalization ability of extremum estimators.
method Adapting classical concentration inequalities to derive upper bounds on GA.
result Demonstrates the GA of penalized regression estimates and its relation to bias-variance trade-off.

New bound on machine learning model performance using Jensen-Shannon information.

problem Understanding the performance of machine learning models.
method Proposes a new information-theoretic bound on generalization error.
result Shows that the new bound can be tighter than mutual information-based bounds under certain conditions.

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

Improved BO algorithms reduce prediction error under Gaussian noise.

problem Reducing prediction error in Bayesian optimization with Gaussian noise.
method Established new prediction error bounds for Gaussian process under frequentist setting.
result Proved improved convergence rates of cumulative regret for GP-UCB and GP-TS.

This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally…

2013-03-11abs ↗pdf ↗

New research shows many batch selection methods for training work just as well as full batch training.

problem Finding optimal batch selection methods for training.
method Analysis of mini-batch Gradient Descent (GD) and Stochastic GD (SGD) with various batch selection rules.
result All mini-batch schedules, including deterministic ones, generalize optimally for smooth Lipschitz-convex/nonconvex/strongly-convex loss functions.

Paper analyzes Gibbs and Langevin Monte Carlo for interpolation regime, showing generalization from low errors.

problem Analyzing Gibbs and Langevin Monte Carlo in overparameterized interpolation regime.
method Data-dependent bounds and stability under approximation with Langevin Monte Carlo.
result Generalization is signaled by small training errors in noisy regime, with bounds stable under approximation.

EBUCB framework achieves optimal regret with bounded approximate inference error.

problem Theoretical gap between practical performance and theoretical justification of Bayesian bandit algorithms with approximate inference.
method Enhanced Bayesian Upper Confidence Bound (EBUCB) framework that accommodates bandit problems with approximate inference.
result EBUCB achieves optimal regret order O(logT)O(\log T) under certain conditions on inference error.

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.

Upper bounds on Wasserstein distance for empirical measures in unbounded functional spaces.

problem Analyzing convergence and concentration of empirical measures in unbounded functional spaces.
method Generalized upper bounds using Wasserstein distance, covering large dimensional Euclidean spaces and Gaussian processes.
result Rate-optimal upper bounds for functional data distributions with specific decay rates.

Improved estimator for least squares using random projections achieves smaller error.

problem Improving the accuracy of least squares solutions for large-scale problems.
method James-Stein estimator applied to Gaussian sketching of least squares problems.
result Upper and lower bounds match when SNR is small and data matrix is well-conditioned.

Bayesian bandit algorithms with approximate inference improve regret bounds in stochastic linear bandits.

problem Theoretical justification for Bayesian bandit algorithms with approximate inference in stochastic linear bandits.
method Proposed a theoretical framework to analyze approximate inference impact and conducted frequentist regret analysis on LinTS and LinBUCB.
result LinTS and LinBUCB preserve their original regret upper bounds with larger constant terms in approximate inference settings.

Study shows sample complexity for multicalibration is Θ(ε^-3) with polylogarithmic factors.

problem Minimizing Expected Calibration Error (ECE) for predictors with respect to a family of groups.
method Proved necessary and sufficient sample complexity of Θ(ε^-3) for multicalibration, using online-to-batch reduction and lower bounds.
result Sample complexity of multicalibration is Θ(ε^-3) with polylogarithmic factors, distinguishing it from marginal calibration.

The paper explores MAE as a loss function for DNN vector-to-vector regression, proving its advantages over MSE.

problem Improving loss function for deep neural network based vector-to-vector regression.
method Presenting performance bounds and new properties of MAE, deriving generalized upper bounds, and interpreting MAE as a Laplacian distribution.
result MAE is a more suitable loss function than MSE for DNN based vector-to-vector regression, especially when errors follow a Laplacian distribution.

The paper bounds generalization errors for deep neural networks with Markov datasets.

problem Bounding generalization errors for deep learning with Markov datasets.
method Developed new symmetrization inequalities for Markov chains, using spectral gap of the infinitesimal generator.
result Derived upper bounds on generalization errors for deep neural networks with Markov datasets.

The paper tightens bounds on covering numbers for deep ReLU networks.

problem Characterizing the capacity and performance of deep ReLU networks.
method Derives tight lower and upper bounds on metric entropy of ReLU networks.
result Establishes optimality in nonparametric regression via deep networks.

WAEs offer a statistical understanding of density estimation and error bounds.

problem Concurrent density estimation with neural network-induced transformations.
method Statistical analysis of WAEs focusing on upper bounds and error propagation.
result Established deterministic upper bounds on WAE errors and explored their resilience.

Paper proposes deep neural networks for nonparametric regression from dependent data.

problem Nonparametric regression from strongly mixing observations.
method Minimum error entropy principle applied to deep neural networks.
result Deep neural networks achieve minimax optimal convergence rates for Gaussian errors.

Study shows depth improves generalization in deep learning models.

problem Understanding why and when depth improves generalization in deep learning.
method Implementation-agnostic state-transition model to analyze depth and generalization.
result Identifies geometric and semigroup mechanisms that keep entropy contribution saturated or polynomial, clarifying depth's statistical advantage.

Paper establishes a universal growth rate for smooth surrogate losses in classification.

problem Analyzing growth rates of consistency bounds for various surrogate losses.
method Proves square-root growth rate for smooth margin-based losses; extends to multi-class classification.
result Demonstrates a universal square-root growth rate for smooth comp-sum and constrained losses.