arXiv AI

Worst-Case Optimal $\sqrt{\epsilon}$-Rate Stability of KL Divergence under Perturbations of Gaussian Distributions

arXiv:2604. 11026v4 Announce Type: replace-cross Abstract: We establish a stability bound for the Kullback-Leibler (KL) divergence when its Gaussian reference distribution is perturbed.

Hugging Face Trending Papers
Aug 5

The Sample Complexity of Distributionally Robust PAC Learning under Cressie--Read Divergences

We study distributionally robust PAC learning for the $0$--$1$-loss, where adversarial perturbations of the data distribution are constrained by a Cressie--Read divergence of order $k>1$ and radius $ρ\geq 0$. For hypothesis classes with VC dimension $d$, we establish realizable and agnostic sample-complexity bounds tight up to constant and logarithmic factors, respectively; ordinary empirical risk minimization attains both rates up to logarithmic factors.

arXiv Machine Learning
Jul 13

A Fourier analytique approach to Gaussian mixture learning

arXiv:2004. 05813v3 Announce Type: replace-cross Abstract: Suppose that we are given independent, identically distributed random samples $x_1,\cdots,x_n$ from a mixture at most $k$ many $d$-dimensional spherical Gaussian distributions $\mu_1,\cdots,\mu_{k_0}$ of identical and known variance $\sigma^2$ in each coordinate, such that the minimum $\ell^2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $2\Delta\sigma \min\{\sqrt{d},\sqrt k\}$, where $\Delta>C_0$, and $C_0$ is a sufficiently large universal constant.

By Somnath Chakraborty, Hariharan Narayanan
arXiv Statistics ML
Oct 9

Estimation of the sub-Gaussian Parameter

arXiv:2606. 06384v2 Announce Type: replace-cross Abstract: The sub-Gaussian parameter (also called the variance proxy) of a mean-zero random variable $X$ is defined as $\xi^2_\star = \sup_{\lambda \in \mathbb{R}} L(\lambda)$ where $L(\lambda) = \frac{2}{\lambda^2} \log \mathbb{E} e^{\lambda X}$ is a weighted cumulant generating function.

By Jason Liu, Min Xu, Jinchuan Xing
arXiv Machine Learning
Jun 3

Decentralized Stochastic Nonconvex Optimization under the $(L_0,L_1)$-Smoothness

arXiv:2509. 08726v3 Announce Type: replace-cross Abstract: This paper focuses on the decentralized stochastic optimization problem $f(\mathbf{x})=\frac{1}{m}\sum_{i=1}^m f_i(\mathbf{x})$ over a connected network of $n$ agents, where each local function has the form of $f_i(\mathbf{x}) = {\mathbb E}\left[F(\mathbf{x};{\boldsymbol \xi}_i)\right]$ which satisfies the $(L_0,L_1)$-smooth condition but possibly nonconvex and each random variable ${\boldsymbol \xi}_i$ follows distribution ${\mathcal D}_i$.

By Luo Luo, Xue Cui, Tingkai Jia, Cheng Chen