arXiv Machine Learning

Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry

arXiv:2609. 10767v1 Announce Type: cross Abstract: We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data.

arXiv Machine Learning
Sep 10

SGD in Multiclass Logistic Regression: Sequential Learning and Scaling Laws

The paper analyzes training dynamics of multiclass logistic regression on high‑dimensional Gaussian mixture models with many classes. It finds that learning proceeds sequentially from the most to the least frequent classes and, when class priors follow a power‑law, the cross‑entropy risk evolves through an initial plateau, a power‑law decay phase, and a final convergence phase. The study also shows how model capacity and optimization trade‑off under a fixed compute budget, leading to a compute‑optimal scaling law that prescribes model size and training time as functions of compute.

By Konstantinos Christopher Tsiolis, Denny Wu, Christos Thrampoulidis, Murat A. Erdogdu
arXiv Machine Learning
Sep 10

Minimum distance classification for nonlinear dynamical systems

The paper introduces Dynafit, a kernel-based method for classifying trajectories produced by distinct nonlinear dynamical systems. It learns a distance metric by approximating the Koopman operator, enabling classification in a feature space without explicit dimensionality. The authors demonstrate Dynafit on logistic map chaos detection, handwritten dynamical pattern recognition, and visual dynamic texture classification.

By Dominique Martinez
arXiv Machine Learning
Jul 14

Exact Dynamics of Multi-class Stochastic Gradient Descent

arXiv:2510. 14074v2 Announce Type: replace-cross Abstract: We develop a framework for analyzing the learning dynamics of high-dimensional problems trained using one-pass stochastic gradient descent (SGD) with data from multiple anisotropic classes.

By Elizabeth Collins-Woodfin, Inbar Seroussi