arXiv Machine Learning

Generalization Guarantees on Data-Driven Tuning of Gradient Descent with Langevin Updates

arXiv:2604. 13130v2 Announce Type: replace Abstract: We study learning to learn through the lens of hyperparameter tuning.

arXiv Machine Learning
Jun 26

Learning from a Biased Sample

arXiv:2209. 01754v5 Announce Type: replace-cross Abstract: The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed.

By Roshni Sahoo, Lihua Lei, Stefan Wager
arXiv Machine Learning
Jul 7

Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation

arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.

By Diego Marcondes, Cl\'audia Peixoto
arXiv Machine Learning
3d ago

High-Probability Convergence of SGD via Batched Updates

The paper introduces Batched SGD, a variant that groups online samples into epochs and performs a single update per epoch using a low‑variance gradient estimate. This batching approach allows a straightforward high‑probability analysis without restrictive assumptions or auxiliary sequences, yielding near‑optimal rates for both strongly convex and non‑convex objectives under standard smoothness and sub‑Gaussian noise conditions. The authors also extend the method to federated learning, providing the first high‑probability guarantees with logarithmic communication complexity, linear speedup in the number of agents, and robustness to data heterogeneity.

By Feng Zhu, Robert W. Heath Jr., Aritra Mitra
arXiv Machine Learning
6d ago

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 Machine Learning
Jun 9

LARP: Learner-Agnostic Robust Data Prefiltering

arXiv:2506. 20573v4 Announce Type: replace-cross Abstract: Public datasets, crucial for modern machine learning and statistical inference, often contain low-quality or contaminated samples that can harm model performance.

By Kristian Minchev, Dimitar I. Dimitrov, Nikola Konstantinov