arXiv Machine Learning

Sparse Regression Distilled from a Single Robust Fit

arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
Hugging Face Trending Papers
Aug 4

On the Implicit Flatness Bias of Sharpness-Aware Minimization: A Linear Stability Analysis with Quantitative Hyperparameter Bounds

Sharpness-Aware Minimization (SAM) improves generalization by seeking parameters whose loss is robust to local adversarial perturbations, but the quantitative mechanism underlying its implicit bias toward flat minima remains unclear. In particular, the perturbation radius $ρ$ is typically treated as an isolated tuning parameter, despite defining the neighborhood in which SAM measures sharpness.

arXiv Machine Learning
Aug 19

Feature Priming in Online Linear Regression: Sparse-Regret Lower Bounds and a Tight Univariate Rate

The paper investigates feature priming in high‑dimensional online linear regression, showing that estimating feature weights from past data and refitting a minimum‑norm predictor can lead to regret that scales with sparsity rather than ambient dimension. It provides a negative answer to a COLT 2023 open problem by proving that three natural priming rules incur ≥Ω(min{T,√d}) regret against a zero‑loss one‑sparse comparator, due to cheap nuisance interpolation that underweights truly predictive coordinates. The authors also identify conditions under which regret is governed by data rank and present constructions that achieve tight univariate rates, while noting that the multivariate case remains unresolved.

By Huibo Xu, Shi Fu, Qixin Zhang, Dacheng Tao
arXiv Machine Learning
Aug 20

When Does Dynamic Ensembling Pay Off? Diagnosing Regionwise Gains in Regression under Distribution Shift

The paper introduces “ℝD_{CF5}”, a probe‑based estimator that predicts the region‑wise gain of a dynamic ensemble over the best static blend in regression tasks under distribution shift. Across 12 benchmark dataset‑shift pairs, the estimator achieves a Spearman correlation of +0.98 with actual test gains, outperforming alternative diagnostics. The authors also present a Probe‑Validated Ensemble Selector that chooses between a static affine stacker and dynamic realizers, demonstrating risk reductions of up to 16% in prospective deployments.

By Tianxin Zhou, Ruixi Lin