brx
On Local Population-Risk Certificates
We develop finite-sample certificates for local population-risk increments \(Pδ_v=R(θ_0+v)-R(θ_0)\), \(v\in\mathcal D\). The primitive object is an expected-valid upper endpoint \(\widehat{\mathsf U}_{\mathcal D}\) satisfying \(\mathbb E\sup_{v\in\mathcal D} \{Pδ_v-\widehat{\mathsf U}_{\mathcal D}(v)\}\le0\). This uniform criterion certifies any measurable update selected from the same sample and allows penalties to depend on empirical geometry. The main construction is a cross-fitted ridge calibration for linear feature classes. A pilot fold learns the ridge metric, the complementary fold calibrates the squared mean error in that metric, and complete split averaging recovers the full empirical covariance in the directional quadratic form \(\widehat q_{X,λ}\). The optimized diagnostic scale is \(\{\widehat q_{X,λ}(h) \widehat r_{X,n_{\rm p},λ}^{\rm cf}/n\}^{1/2}\), and the calibrated trace factor \(\widehat r_{X,n_{\rm p},λ}^{\rm cf}\) is compared with the ordinary ridge effective dimension \(\widehat r_{X,λ}\). For nonsmooth losses, an exact fixed-mask decomposition \(δ_v=J_v^0+R_v^\circ+C_v\) separates frozen Taylor fluctuations, good-path remainders, and interface crossings. Applying the linear and composite certificates componentwise yields endpoints for same-sample expected local search and concentrated release rules.
Novel min-max reformulations of Linear Inverse Problems
Sheriff, Mohammed Rayyan, Chatterjee, Debasish
In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a variety of settings with applications ranging from medical image processing, recommender systems, etc. We propose a slightly generalized version of the error constrained linear inverse problem and obtain a novel and equivalent convex-concave min-max reformulation by providing an exposition to its convex geometry. Saddle points of the min-max problem are completely characterized in terms of a solution to the LIP, and vice versa. Applying simple saddle point seeking ascend-descent type algorithms to solve the min-max problems provides novel and simple algorithms to find a solution to the LIP. Moreover, the reformulation of an LIP as the min-max problem provided in this article is crucial in developing methods to solve the dictionary learning problem with almost sure recovery constraints.