For all authors... (a) Do the main claims made in the abstract and introduction accurately reflect the paper's contributions and scope? If you ran experiments... (a) Did you include the code, data, and instructions needed to reproduce the main experimental results (either in the supplemental material or as a URL)? [No] (b) Did you specify all the training details (e.g., data splits, hyperparameters, how they were chosen)?

Lemma 4.4.Let besuchthatres( ?) 2 ( /2, ]and ? Wenow 5.1 Sum `1-regr Werecallsmax (Px)= log P Algorithm 1 (with =1 ) applied +, Algorithm 2 withstartingsolutionx(0) = x, applied ( 1 +og ( 1 +e(Px ?)i)+ inatmost

Our approach relies on an accelerated method that queries a ball optimization oracle, i.e., a subroutine that minimizes the objective within a small ball around the query point. Our main contribution is efficient implementations of this oracle for DRO objectives.

However, a considerable drawback is that these methods require both problem-specific potentials and individually tailored analyses.

One of the inherent challenges in deploying transformers on time series is that \emph{reality only happens once}; namely, one typically only has access to a single trajectory of the data-generating process comprised of non-i.i.d. observations. We derive non-asymptotic statistical guarantees in this setting through bounds on the \textit{generalization} of a transformer network at a future-time $t$, given that it has been trained using $N\le t$ observations from a single perturbed trajectory of a Markov process. Under the assumption that the Markov process satisfies a log-Sobolev inequality, we obtain a generalization bound which effectively converges at the rate of ${O}(1/\sqrt{N})$. Our bound depends explicitly on the activation function ($\operatorname{Swish}$, $\operatorname{GeLU}$, or $\tanh$ are considered), the number of self-attention heads, depth, width, and norm-bounds defining the transformer architecture. Our bound consists of three components: (I) The first quantifies the gap between the stationary distribution of the data-generating Markov process and its distribution at time $t$, this term converges exponentially to $0$. (II) The next term encodes the complexity of the transformer model and, given enough time, eventually converges to $0$ at the rate ${O}(\log(N)^r/\sqrt{N})$ for any $r>0$. (III) The third term guarantees that the bound holds with probability at least $1$-$\delta$, and converges at a rate of ${O}(\sqrt{\log(1/\delta)}/\sqrt{N})$.