Lucie Neirac | Searcharxiv

arXiv2023

Learning with a linear loss function. Excess risk and estimation bounds for ERM, minmax MOM and their regularized versions. Applications to robustness in sparse PCA

Motivated by several examples, we consider a general framework of learning with linear loss functions. In this context, we provide excess risk and estimation bounds that hold with large probability for four estimators: ERM, minmax MOM and their regularized versions. These general bounds are applied for the problem of robustness in sparse PCA. In particular, we improve the state of the art result for this this problems, obtain results under weak moment assumptions as well as for adversarial contaminated data.

math.ST↗

arXiv2020

Learning with Semi-Definite Programming: new statistical bounds based on fixed point analysis and excess risk curvature

Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as the most striking instances [javanmard et al., 2016]. Given the growing range of applications of SDP-based techniques to machine learning problems, and the rapid progress in the design of efficient algorithms for solving SDPs, an intriguing question is to understand how the recent advances from empirical process theory can be put to work in order to provide a precise statistical analysis of SDP estimators. In the present paper, we borrow cutting edge techniques and concepts from the learning theory literature, such as fixed point equations and excess risk curvature arguments, which yield general estimation and prediction results for a wide class of SDP estimators. From this perspective, we revisit some classical results in community detection from [guédon et al.,2016] and [chen et al., 2016], and we obtain statistical guarantees for SDP estimators used in signed clustering, group synchronization and MAXCUT.

math.ST↗