A probabilistic classifier is considered "well calibrated" when its predicted probabilities closely align with the empirical frequencies of the corresponding labels [

From the perspective of statistical learning theory, (1) is rather intriguing. Moreover, they do not provide instance-wise matching lower bounds to verify the tightness of the upper bounds.

We introduce a novel cyclic Markov decision process (MDP) framework for multi-step decision problems with heterogeneous stage-specific dynamics, transitions, and discount factors across the cycle. In this setting, offline learning is challenging: optimizing a policy at any stage shifts the state distributions of subsequent stages, propagating mismatch across the cycle. To address this, we propose a modular structural framework that decomposes the cyclic process into stage-wise sub-problems. While generally applicable, we instantiate this principle as CycleFQI, an extension of fitted Q-iteration enabling theoretical analysis and interpretation. It uses a vector of stage-specific Q-functions, tailored to each stage, to capture within-stage sequences and transitions between stages. This modular design enables partial control, allowing some stages to be optimized while others follow predefined policies. We establish finite-sample suboptimality error bounds and derive global convergence rates under Besov regularity, demonstrating that CycleFQI mitigates the curse of dimensionality compared to monolithic baselines. Additionally, we propose a sieve-based method for asymptotic inference of optimal policy values under a margin condition. Experiments on simulated and real-world Type 1 Diabetes data sets demonstrate CycleFQI's effectiveness.

LetAbean nHermitian matrixandletBbea(n 1) (n 1)matrixwhich is constructed by deleting thei-th row andi-th column ofA. Denote thatΦ = [ϕ(x1),...,ϕ(xn)] Rn D, where D is the dimension of feature spaceH. Performing rank-n singular value decomposition (SVD) onΦ, we have Φ = HΣV, where H Rn n, Σ Rn n is a diagonal matrix whose diagonal elements are the singular values of Φ,andV RD n. F(α) in Eq.(21) is proven differentiable and thep-th component of the gradient is F(α) αp = Then, a reduced gradient descent algorithm [26] is adopted to optimize Eq.(21). The three deep neural networks are pre-trained on the ImageNet[5].

Let us defineK Rn n a random diagonal sampling matrix whereKj,j Bernoulli(pj) for 1 j n. Therefore, Bernoulli-CRS will perform on average the same amount of computations as in the fixed-rankCRS. This formulation immediately hints atthe possibility tosample over the input channeldimension, similarly to sampling column-row pairs in matrices. Let ` be a β-Lipschitz loss function, and let the network be trained with SGD using properly decreasing learning rate. Let us denote the weight, bias and activation gradients with respect to a loss function` by Wl, bl, al respectively.