multi-scale bernstein
Fast learning rates with heavy-tailed losses
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function $\sup_{f \in \mathcal{F}}|\ell \circ f|$, where $\ell$ is the loss function and $\mathcal{F}$ is the hypothesis class, exists and is $L^r$-integrable, and (ii) $\ell$ satisfies the multi-scale Bernstein's condition on $\mathcal{F}$. Under these assumptions, we prove that learning rate faster than $O(n^{-1/2})$ can be obtained and, depending on $r$ and the multi-scale Bernstein's powers, can be arbitrarily close to $O(n^{-1})$. We then verify these assumptions and derive fast learning rates for the problem of vector quantization by $k$-means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
Fast learning rates with heavy-tailed losses
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function $\sup_{f \in \mathcal{F}}|\ell \circ f|$, where $\ell$ is the loss function and $\mathcal{F}$ is the hypothesis class, exists and is $L^r$-integrable, and (ii) $\ell$ satisfies the multi-scale Bernstein's condition on $\mathcal{F}$. Under these assumptions, we prove that learning rate faster than $O(n^{-1/2})$ can be obtained and, depending on $r$ and the multi-scale Bernstein's powers, can be arbitrarily close to $O(n^{-1})$. We then verify these assumptions and derive fast learning rates for the problem of vector quantization by $k$-means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
- North America > United States > California > Los Angeles County > Los Angeles (0.14)
- North America > United States > Wisconsin > Dane County > Madison (0.04)
- Europe > Spain > Catalonia > Barcelona Province > Barcelona (0.04)
- Asia > Vietnam (0.04)
Fast learning rates with heavy-tailed losses
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function \sup_{f \in \mathcal{F}} \ell \circ f, where \ell is the loss function and \mathcal{F} is the hypothesis class, exists and is L r -integrable, and (ii) \ell satisfies the multi-scale Bernstein's condition on \mathcal{F} . Under these assumptions, we prove that learning rate faster than O(n {-1/2}) can be obtained and, depending on r and the multi-scale Bernstein's powers, can be arbitrarily close to O(n {-1}) . We then verify these assumptions and derive fast learning rates for the problem of vector quantization by k -means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
- North America > United States > California > Los Angeles County > Los Angeles (0.14)
- North America > United States > Wisconsin > Dane County > Madison (0.04)
- Europe > Spain > Catalonia > Barcelona Province > Barcelona (0.04)
- Asia > Vietnam (0.04)
Fast learning rates with heavy-tailed losses
Dinh, Vu C., Ho, Lam S., Nguyen, Binh, Nguyen, Duy
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function $\sup_{f \in \mathcal{F}} \ell \circ f $, where $\ell$ is the loss function and $\mathcal{F}$ is the hypothesis class, exists and is $L r$-integrable, and (ii) $\ell$ satisfies the multi-scale Bernstein's condition on $\mathcal{F}$. Under these assumptions, we prove that learning rate faster than $O(n {-1/2})$ can be obtained and, depending on $r$ and the multi-scale Bernstein's powers, can be arbitrarily close to $O(n {-1})$. We then verify these assumptions and derive fast learning rates for the problem of vector quantization by $k$-means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
Fast learning rates with heavy-tailed losses
Dinh, Vu C., Ho, Lam S., Nguyen, Binh, Nguyen, Duy
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function $\sup_{f \in \mathcal{F}}|\ell \circ f|$, where $\ell$ is the loss function and $\mathcal{F}$ is the hypothesis class, exists and is $L^r$-integrable, and (ii) $\ell$ satisfies the multi-scale Bernstein's condition on $\mathcal{F}$. Under these assumptions, we prove that learning rate faster than $O(n^{-1/2})$ can be obtained and, depending on $r$ and the multi-scale Bernstein's powers, can be arbitrarily close to $O(n^{-1})$. We then verify these assumptions and derive fast learning rates for the problem of vector quantization by $k$-means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
- North America > United States > California > Los Angeles County > Los Angeles (0.14)
- North America > United States > Wisconsin > Dane County > Madison (0.04)
- Europe > Spain > Catalonia > Barcelona Province > Barcelona (0.04)
- Asia > Vietnam (0.04)
Fast learning rates with heavy-tailed losses
Dinh, Vu, Ho, Lam Si Tung, Nguyen, Duy, Nguyen, Binh T.
We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function $\sup_{f \in \mathcal{F}}|\ell \circ f|$, where $\ell$ is the loss function and $\mathcal{F}$ is the hypothesis class, exists and is $L^r$-integrable, and (ii) $\ell$ satisfies the multi-scale Bernstein's condition on $\mathcal{F}$. Under these assumptions, we prove that learning rate faster than $O(n^{-1/2})$ can be obtained and, depending on $r$ and the multi-scale Bernstein's powers, can be arbitrarily close to $O(n^{-1})$. We then verify these assumptions and derive fast learning rates for the problem of vector quantization by $k$-means clustering with heavy-tailed distributions. The analyses enable us to obtain novel learning rates that extend and complement existing results in the literature from both theoretical and practical viewpoints.
- North America > United States > California > Los Angeles County > Los Angeles (0.14)
- North America > United States > Wisconsin > Dane County > Madison (0.04)
- Asia > Vietnam (0.04)