The Barron space has become famous in the theory of (shallow) neural networks because it seemingly defies the curse of dimensionality. And while the Barron space (and generalizations) indeed defies (defy) the curse of dimensionality from the POV of classical smoothness, we herein provide some evidence in favor of the idea that the Barron space (and generalizations) does (do) not defy the curse of dimensionality with a nonclassical notion of smoothness which relates naturally to "infinitely wide" shallow neural networks. Like how the Bessel potential spaces are defined via the Fourier transform, we define so-called ADZ spaces via the Mellin transform; these ADZ spaces encapsulate the nonclassical smoothness we alluded to earlier. 38 pages, will appear in the dissertation of the author

They are well understood and unified in the kernel PCA framework [16].

In this paper, we establish sample complexity bounds for learning high-dimensional simplices in $\mathbb{R}^K$ from noisy data. Specifically, we consider $n$ i.i.d. samples uniformly drawn from an unknown simplex in $\mathbb{R}^K$, each corrupted by additive Gaussian noise of unknown variance. We prove an algorithm exists that, with high probability, outputs a simplex within $\ell_2$ or total variation (TV) distance at most $\varepsilon$ from the true simplex, provided $n \ge (K^2/\varepsilon^2) e^{\mathcal{O}(K/\mathrm{SNR}^2)}$, where $\mathrm{SNR}$ is the signal-to-noise ratio. Extending our prior work~\citep{saberi2023sample}, we derive new information-theoretic lower bounds, showing that simplex estimation within TV distance $\varepsilon$ requires at least $n \ge Ω(K^3 σ^2/\varepsilon^2 + K/\varepsilon)$ samples, where $σ^2$ denotes the noise variance. In the noiseless scenario, our lower bound $n \ge Ω(K/\varepsilon)$ matches known upper bounds up to constant factors. We resolve an open question by demonstrating that when $\mathrm{SNR} \ge Ω(K^{1/2})$, noisy-case complexity aligns with the noiseless case. Our analysis leverages sample compression techniques (Ashtiani et al., 2018) and introduces a novel Fourier-based method for recovering distributions from noisy observations, potentially applicable beyond simplex learning.

We consider the problem of estimating a structured multivariate density, subject to Markov conditions implied by an undirected graph. In the worst case, without Markovian assumptions, this problem suffers from the curse of dimensionality. Our main result shows how the curse of dimensionality can be avoided or greatly alleviated under the Markov property, and applies to arbitrary graphs. While existing results along these lines focus on sparsity or manifold assumptions, we introduce a new graphical quantity called graph resilience'' and show that it dictates the optimal sample complexity. Surprisingly, although one might expect the sample complexity of this problem to scale with local graph parameters such as the degree, this turns out not to be the case.

Dimension reduction (DR) is an important and widely studied technique in exploratory data analysis. However, traditional DR methods are not applicable to datasets with with a contrastive structure, where data are split into a foreground group of interest (case or treatment group), and a background group (control group). This type of data, common in biomedical studies, necessitates contrastive dimension reduction (CDR) methods to effectively capture information unique to or enriched in the foreground group relative to the background group. Despite the development of various CDR methods, two critical questions remain underexplored: when should these methods be applied, and how can the information unique to the foreground group be quantified? In this work, we address these gaps by proposing a hypothesis test to determine the existence of contrastive information, and introducing a contrastive dimension estimator (CDE) to quantify the unique components in the foreground group. We provide theoretical support for our methods and validate their effectiveness through extensive simulated, semi-simulated, and real experiments involving images, gene expressions, protein expressions, and medical sensors, demonstrating their ability to identify the unique information in the foreground group.

As annotations of data can be scarce in large-scale practical problems, leveraging unlabelled examples is one of the most important aspects of machine learning. This is the aim of semi-supervised learning. To benefit from the access to unlabelled data, it is natural to diffuse smoothly knowledge of labelled data to unlabelled one. This induces to the use of Laplacian regularization. Yet, current implementations of Laplacian regularization suffer from several drawbacks, notably the well-known curse of dimensionality.

While diffusion models have demonstrated impressive performance, there is a growing need for generating samples tailored to specific user-defined concepts. The customized requirements promote the development of few-shot diffusion models, which use limited n_{ta} target samples to fine-tune a pre-trained diffusion model trained on n_s source samples. Moreover, the existing results for diffusion models without a fine-tuning phase can not explain why few-shot models generate great samples due to the curse of dimensionality. In this work, we analyze few-shot diffusion models under a linear structure distribution with a latent dimension d . From the optimization perspective, we consider a latent Gaussian special case and prove that the optimization problem has a closed-form minimizer.

Adversarial training is a popular method to give neural nets robustness against adversarial perturbations. In practice adversarial training leads to low robust training loss. However, a rigorous explanation for why this happens under natural conditions is still missing. Recently a convergence theory of standard (non-adversarial) supervised training was developed by various groups for {\em very overparametrized} nets. It is unclear how to extend these results to adversarial training because of the min-max objective.

Analyzing high-dimensional data presents challenges due to the "curse of dimensionality'', making computations intensive. Dimension reduction techniques, categorized as linear or non-linear, simplify such data. Non-linear methods are particularly essential for efficiently visualizing and processing complex data structures in interactive and graphical applications. This research develops an incremental non-linear dimension reduction method using the Geometric Multi-Resolution Analysis (GMRA) framework for streaming data. The proposed method enables real-time data analysis and visualization by incrementally updating the cluster map, PCA basis vectors, and wavelet coefficients. Numerical experiments show that the incremental GMRA accurately represents non-linear manifolds even with small initial samples and aligns closely with batch GMRA, demonstrating efficient updates and maintaining the multiscale structure. The findings highlight the potential of Incremental GMRA for real-time visualization and interactive graphics applications that require adaptive high-dimensional data representations.

In this paper, we introduce a simple yet effective reward dimension reduction method to tackle the scalability challenges of multi-objective reinforcement learning algorithms. While most existing approaches focus on optimizing two to four objectives, their abilities to scale to environments with more objectives remain uncertain. Our method uses a dimension reduction approach to enhance learning efficiency and policy performance in multi-objective settings. While most traditional dimension reduction methods are designed for static datasets, our approach is tailored for online learning and preserves Pareto-optimality after transformation. We propose a new training and evaluation framework for reward dimension reduction in multi-objective reinforcement learning and demonstrate the superiority of our method in environments including one with sixteen objectives, significantly outperforming existing online dimension reduction methods.