arXiv Statistics ML

Asymptotic Properties of Support Vector Machines in High-Dimension, Low-Sample-Size Settings under a Spiked Model

arXiv Machine Learning
Sep 25

Stacked SVD or SVD stacked? A Random Matrix Theory perspective on data integration

The paper compares two popular data‑integration techniques—Stack‑SVD, which concatenates datasets before performing singular value decomposition, and SVD‑Stack, which first decomposes each dataset separately and then aggregates the leading singular vectors. By deriving exact asymptotic performance expressions and phase transitions in a proportional regime, the authors show that neither method uniformly dominates the other when unweighted, but optimally weighted Stack‑SVD outperforms optimally weighted SVD‑Stack when the low‑rank signal is fully shared. They also demonstrate that SVD‑Stack can excel with partially shared components and provide practical algorithms for estimating optimal weights, supported by simulations and genomic experiments.

By Tavor Z. Baharav, Phillip B. Nicol, Rafael A. Irizarry, Rong Ma
arXiv Machine Learning
Sep 21

Extreme classification: beating chance with one training example from each class

arXiv:2609. 20897v1 Announce Type: cross Abstract: We study a minimal classification problem: Given independent labeled observations $X\sim P$ and $Z\sim Q$ from two unknown distributions $P,Q$, and given an independent target $Y$ drawn with equal probability from $P$ or $Q$, can one classify $Y$ strictly better than chance whenever $P\neq Q$?

By Kevin Bleakley (LMO, CELESTE), Aaditya Ramdas
arXiv Machine Learning
Aug 13

Linear-Core Surrogates: Smooth Loss Functions with Linear Rates for Classification and Structured Prediction

arXiv:2604. 27742v2 Announce Type: replace Abstract: A fundamental dichotomy in the theory of classification sets smoothness against statistical efficiency: smooth surrogate losses such as the logistic loss enable fast $O(1/T)$ optimization but yield slow square-root $H$-consistency bounds, while piecewise-linear losses like the Hinge loss achieve optimal linear $H$-consistency rates but are non-differentiable.

By Mehryar Mohri, Yutao Zhong
arXiv Machine Learning
Jun 5

How abundant are good interpolators?

arXiv:2606. 06469v1 Announce Type: cross Abstract: Let $S$ be the set of unit norm linear classifiers $\theta \in \mathbb{R}^d$ which correctly classify every point of a labeled dataset $(X_i,y_i)_{i=1}^n$, $X_i \in \mathbb{R}^d$, $y_i \in \{-1,+1\}$, with a possibly negative margin $\kappa$ fixed in advance.

By August Y. Chen, Ahmed El Alaoui