arXiv Machine Learning

Spectral-transport stability and benign overfitting for minimum norm interpolation

arXiv:2604. 08625v3 Announce Type: replace-cross Abstract: Benign overfitting describes the ability of minimum norm interpolating estimators to generalize despite fitting noisy data exactly.

arXiv Machine Learning
Jul 9

Fixed-Gaussian Spectral Algorithms: Minimax Optimal Rates for Misspecified Learning and Transfer

arXiv:2501. 10870v2 Announce Type: replace-cross Abstract: The principal objective of this work is twofold within nonparametric regression settings: (1) to establish the minimax optimal convergence rates for fixed-bandwidth Gaussian kernel spectral algorithms when the true regression function resides in a Sobolev space, and (2) to apply Gaussian spectral algorithms for achieving robust and adaptive transfer learning under concept shift.

By Haotian Lin, Matthew Reimherr
arXiv Machine Learning
Jun 8

Covariance Shrinkage via Stochastic Interpolation

arXiv:2606. 07382v1 Announce Type: new Abstract: We recast classical shrinkage of high-dimensional covariance estimators as empirical risk minimization over a parametric stochastic interpolant between a source and a target distribution.

By Mathieu Chalvidal, Florentin Coeurdoux, Eric Vanden-Eijnden