arXiv Machine Learning

Tight Bounds for Data-driven Multiple Hyper-parameter Tuning with Structured Loss Function

The paper establishes tight pseudo-dimension bounds for data-driven multiple hyper‑parameter tuning with structured loss functions. By refining upper bounds through real algebraic geometry and analyzing invariant connected sign cells, the authors avoid over‑counting and achieve sharper sample complexities. A multi‑regime lower‑bound framework demonstrates that these upper bounds are tight, and the approach is extended to general bi‑level validation‑loss tuning and broader semi‑algebraic applications.

arXiv Machine Learning
2d ago

How Many Samples Are Enough for Learning Across Domains?

The paper investigates how many data samples per domain are needed for effective learning across multiple domains. It derives criteria from learning bounds that reveal an inverse linear relationship between the number of training domains and the required samples per domain, offering theoretical guidance for dataset adequacy and construction. The study also establishes a close link between in-domain learning and out-of-domain generalization through new generalization bounds.

By Hong Zheng
arXiv Machine Learning
Jun 10

The hyper-scaled NLP bound for maximum-entropy remote sampling

arXiv:2601. 20970v3 Announce Type: replace-cross Abstract: The maximum-entropy remote sampling problem (MERSP) is to select a subset of $s$ random variables from a set of $n$ random variables, so as to maximize the information concerning a set of target random variables that are not directly observable.

By Gabriel Ponte, Marcia Fampa, Jon Lee
arXiv Machine Learning
Sep 10

Feature Priming in Online Linear Regression: Sparse-Regret Lower Bounds and Tight Coordinatewise Rates

The paper investigates online linear regression with sparse comparators, focusing on feature priming techniques that reweight features using past data. It establishes sparse‑regret lower bounds that invalidate sparse‑logarithmic guarantees for univariate, Pearson, and multivariate priming rules under a past‑only Moore–Penrose protocol, showing ≥Ω(min{T,√d}) clipped regret for unit‑power rules and linear regret for powered rules in high dimensions. The authors also provide tight rank upper bounds for certain priming schemes and present algebraic constructions yielding Ω(min{T,d^{1/4}}) regret for unit‑power multivariate priming, while noting that the exact multivariate frontier remains open.

By Huibo Xu, Shi Fu, Qixin Zhang, Dacheng Tao
arXiv Machine Learning
Sep 11

Statistically Valid Post-Training Hyperparameter Selection: From Tuning to Guarantees

The paper introduces a statistical framework for post‑training hyperparameter selection, emphasizing the learn‑then‑test (LTT) paradigm. It treats hyperparameter tuning as a multiple hypothesis testing problem over a candidate set, enabling the selection of hyperparameters that meet specified reliability constraints such as risk bounds or information‑theoretic limits. The framework provides finite‑sample control of error probabilities using p‑values, e‑values, and concentration inequalities derived from first principles.

By Amirmohammad Farzaneh, Osvaldo Simeone
arXiv AI
Sep 17

The Free Inference Dimension: Complexity Measure for Zero-Collision Navigation under Hypothesis Mixtures

The paper introduces the Free Inference dimension (dFI) as a new combinatorial measure of environmental complexity for value‑mixture agents in finite meta‑reinforcement learning. It shows that dFI is smaller than the VC‑dimension and relates to the Natarajan dimension, providing PAC‑style generalization bounds. The authors also define a complementary PMS identification dimension and demonstrate that a hybrid strategy—averaging until the first collision and then selecting—achieves optimal performance, supported by grid‑world experiments.

By Luiz Carlos Castro Guedes, Edward Hermann Haeusler