arXiv Statistics ML

Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$

arXiv:2604. 03218v2 Announce Type: replace-cross Abstract: We study power-one sequential testing for an i.

arXiv Machine Learning
Jun 25

Structured Approximations of Measures

arXiv:2310. 09149v3 Announce Type: replace-cross Abstract: We study the approximation of probability measures in the Wasserstein-$p$ distance by structured classes of approximators, motivated by applications in imaging, machine learning, and physical measurement under sensor constraints.

By Keaton Hamm, Varun Khurana
arXiv Machine Learning
6d ago

Near Minimax Rate for Quantile Distributional Reinforcement Learning

The paper investigates quantile distributional policy evaluation by approximating the return distribution under a policy with a quantile Bellman fixed point. It constructs an estimator from an empirical Markov decision process and derives non‑asymptotic error bounds in Wasserstein distances, achieving root‑n rates that are independent of the quantile resolution for a wide range of Wasserstein orders. The authors also characterize the exact local asymptotic minimax risk and show that their estimator attains this optimal rate, while examining how the risk depends on resolution in simple state‑space examples.

By Zijie Cheng, Zhihua Zhang
arXiv Machine Learning
6d ago

A Sharp Dynamic Haussler Lemma

arXiv:2610. 29898v1 Announce Type: new Abstract: Haussler's covering lemma (JCTA 1995) gives the sharp $(C/\delta)^d$ metric-entropy bound for binary VC classes under normalized $\ell_1$ distance.

By Shihao Shao, Dacheng Tao
arXiv Machine Learning
Jul 14

The VC dimension of partial concept classes via Radon's theorem

arXiv:2607. 10751v1 Announce Type: new Abstract: Following Alon, Hanneke, Holzman, and Moran (FOCS 2021), we define a partial concept class (PCC) as a family of partial functions \(f: V\to\{0,1,\ast\}\); equivalently, its concepts partition the ground set into black ($f^{-1}(1)$), grey ($f^{-1}(\ast)$), and white parts ($f^{-1}(0)$).

By Grigory Ivanov, Attila Jung, M\'arton Nasz\'odi
arXiv Machine Learning
Sep 18

The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings

arXiv:2609. 20687v1 Announce Type: cross Abstract: We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p < q$) can improve convergence rates in convex optimization, and matching prior lower bounds up to logarithmic factors.

By David Mart\'inez-Rubio, Brian Bullins, Crist\'obal Guzm\'an, Mathieu Molina
arXiv Machine Learning
Aug 7

Realizable Bayes-Consistency for General Metric Losses

arXiv:2605. 03823v3 Announce Type: replace Abstract: We study strong universal Bayes-consistency in the realizable setting for learning with general metric losses, extending classical characterizations beyond $0$-$1$ classification (Bousquet et al.

By Dan Tsir Cohen, Steve Hanneke, Aryeh Kontorovich
arXiv Machine Learning
Jun 5

Multi-Armed Sequential Hypothesis Testing by Betting

arXiv:2603. 17925v2 Announce Type: replace-cross Abstract: We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms.

By Ricardo J. Sandoval, Ian Waudby-Smith, Michael I. Jordan