Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing optimization algorithms with fast convergence. However, the studies of EBC in statistical learning are hitherto still limited. The main contributions of this paper are two-fold. First, we develop fast and intermediate rates of empirical risk minimization (ERM) under EBC for risk minimization with Lipschitz continuous, and smooth convex random functions. Second, we establish fast and intermediate rates of an efficient stochastic approximation (SA) algorithm for risk minimization with Lipschitz continuous random functions, which requires only one pass of $n$ samples and adapts to EBC. For both approaches, the convergence rates span a full spectrum between $\widetilde O(1/\sqrt{n})$ and $\widetilde O(1/n)$ depending on the power constant in EBC, and could be even faster than $O(1/n)$ in special cases for ERM. Moreover, these convergence rates are automatically adaptive without using any knowledge of EBC. Overall, this work not only strengthens the understanding of ERM for statistical learning but also brings new fast stochastic algorithms for solving a broad range of statistical learning problems.

Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we propose Deep Random Splines, a flexible class of random functions obtained by transforming Gaussian noise through a deep neural network whose output are the parameters of a spline. Unlike Gaussian processes, Deep Random Splines allow us to readily enforce shape constraints while inheriting the richness and tractability of deep generative models. We also present an observational model for point process data which uses Deep Random Splines to model the intensity function of each point process and apply it to neural population data to obtain a low-dimensional representation of spiking activity. Inference is performed via a variational autoencoder that uses a novel recurrent encoder architecture that can handle multiple point processes as input. We use a newly collected dataset where a primate completes a pedaling task, and observe better dimensionality reduction with our model than with competing alternatives.

Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing optimization algorithms with fast convergence. However, the studies of EBC in statistical learning are hitherto still limited. The main contributions of this paper are two-fold. First, we develop fast and intermediate rates of empirical risk minimization (ERM) under EBC for risk minimization with Lipschitz continuous, and smooth convex random functions. Second, we establish fast and intermediate rates of an efficient stochastic approximation (SA) algorithm for risk minimization with Lipschitz continuous random functions, which requires only one pass of $n$ samples and adapts to EBC. For both approaches, the convergence rates span a full spectrum between $\widetilde O(1/\sqrt{n})$ and $\widetilde O(1/n)$ depending on the power constant in EBC, and could be even faster than $O(1/n)$ in special cases for ERM. Moreover, these convergence rates are automatically adaptive without using any knowledge of EBC. Overall, this work not only strengthens the understanding of ERM for statistical learning but also brings new fast stochastic algorithms for solving a broad range of statistical learning problems.

Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set.

Classical worst-case optimization theory neither explains the success of optimization in machine learning, nor does it help with step size selection.

We introduce FAEclust, a novel functional autoencoder framework for cluster analysis of multi-dimensional functional data, data that are random realizations of vector-valued random functions. Our framework features a universal-approximator encoder that captures complex nonlinear interdependencies among component functions, and a universal-approximator decoder capable of accurately reconstructing both Euclidean and manifold-valued functional data. Stability and robustness are enhanced through innovative regularization strategies applied to functional weights and biases. Additionally, we incorporate a clustering loss into the network's training objective, promoting the learning of latent representations that are conducive to effective clustering. A key innovation is our shape-informed clustering objective, ensuring that the clustering results are resistant to phase variations in the functions. We establish the universal approximation property of our non-linear decoder and validate the effectiveness of our model through extensive experiments.

The general perception is that kernel methods are not scalable, so neural nets become the choice for large-scale nonlinear learning problems. Have we tried hard enough for kernel methods? In this paper, we propose an approach that scales up kernel methods using a novel concept called " doubly stochastic functional gradients ". Based on the fact that many kernel methods can be expressed as convex optimization problems, our approach solves the optimization problems by making two unbiased stochastic approximations to the functional gradient--one using random training points and another using random features associated with the kernel--and performing descent steps with this noisy functional gradient. Our algorithm is simple, need no commit to a preset number of random features, and allows the flexibility of the function class to grow as we see more incoming data in the streaming setting. We demonstrate that a function learned by this procedure after t iterations converges to the optimal function in the reproducing kernel Hilbert space in rate O (1/t), and achieves a generalization bound of O (1 / t). Our approach can readily scale kernel methods up to the regimes which are dominated by neural nets. We show competitive performances of our approach as compared to neural nets in datasets such as 2.3 million energy materials from MolecularSpace, 8 million handwritten digits from MNIST, and 1 million photos from ImageNet using convolution features.