Hugging Face Trending Papers

Learning by Compression: Risk Estimates Attain the Law-of-Large-Numbers Rate

Compression schemes provide a general framework for deriving data-dependent risk bounds for learning algorithms. For learning rules based on preferent compression, existing results upper-bound the risk in terms of a sample-dependent complexity $\boldsymbol{k}$, defined as the cardinality of the compression augmented by the training examples on which the reconstructed hypothesis is inappropriate.

arXiv Machine Learning
Oct 12

Learning by Compression: Risk Estimates Attain the Law-of-Large-Numbers Rate

The paper shows that for learning algorithms based on preferential compression, the risk can be bounded by the compression complexity term λk/N plus an O(1/√N) term, eliminating the previously assumed logarithmic factor. This bound holds uniformly over all possible values of λk and matches the law‑of‑large‑numbers rate of empirical risk estimation. The authors also demonstrate that the leading λk/N term is necessary and analyze when empirical risk converges at O(1/√N) versus slower or inconsistent rates, while the complexity‑based estimator retains the O(1/√N) rate.

By Simone Garatti, Marco C. Campi
arXiv Machine Learning
Aug 12

Optimistic Rates for Multiclass PAC Learning

arXiv:2608. 10869v1 Announce Type: new Abstract: Worst-case multiclass bounds do not become smaller when the best classifier is already nearly correct: what is missing is an optimistic rate, a guarantee whose fluctuation scales with the oracle risk itself.

By Xiaoyu Li, Andi Han, Jiaojiao Jiang, Junbin Gao
arXiv AI
Jul 28

The Optimal Sample Complexity of Linear Contracts

arXiv:2601. 01496v3 Announce Type: replace-cross Abstract: In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her expected utility.

By Mikael M{\o}ller H{\o}gsgaard