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 Statistical Learning





Re-Analyze Gauss: Bounds for Private Matrix Approximation via Dyson Brownian Motion Oren Mangoubi Worcester Polytechnic Institute Nisheeth K. Vishnoi Yale University

Neural Information Processing Systems

Given a symmetric matrix M and a vector, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating M by a matrix whose spectrum is,u n d e r ( ร, ") -di erential privacy. Our bounds depend on both and the gaps in the eigenvalues of M, and hold whenever the top k +1 eigenvalues of M have su ciently large gaps. When applied to the problems of private rank-k covariance matrix approximation and subspace recovery, our bounds yield improvements over previous bounds. Our bounds are obtained by viewing the addition of Gaussian noise as a continuous-time matrix Brownian motion. This viewpoint allows us to track the evolution of eigenvalues and eigenvectors of the matrix, which are governed by stochastic di erential equations discovered by Dyson. These equations allow us to bound the utility as the square-root of a sum-of-squares of perturbations to the eigenvectors, as opposed to a sum of perturbation bounds obtained via Davis-Kahan-type theorems.


Stability and Generalization Analysis of Gradient Methods for Shallow Neural Networks Yunwen Lei

Neural Information Processing Systems

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural networks (SNNs) by leveraging the concept of algorithmic stability. We consider gradient descent (GD) and stochastic gradient descent (SGD) to train SNNs, for both of which we develop consistent excess risk bounds by balancing the optimization and generalization via early-stopping.