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arXiv:2602.21501v2 Announce Type: replace Abstract: This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under high-level conditions and provide tools for verifying them for specific losses and function classes. We emphasize that many ERM rate derivations can be organized around a three-step recipe — a basic inequality, a uniform local concentration bound, and a fixed-point argument […]

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arXiv:2511.19476v3 Announce Type: replace Abstract: Coreset selection compresses large datasets into compact, representative subsets, reducing the energy and computational burden of training deep neural networks. Existing methods are either: (i) DNN-based, which are tied to model-specific parameters and introduce architectural bias; or (ii) DNN-free, which rely on heuristics lacking theoretical guarantees. Neither approach explicitly constrains distributional equivalence, largely because continuous distribution matching is considered inapplicable to discrete sampling. Moreover, prevalent metrics (e.g., MSE, KL, CE, MMD) cannot accurately […]

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arXiv:2510.16232v2 Announce Type: replace Abstract: Multi-agent learning faces a fundamental tension: leveraging distributed collaboration without sacrificing the personalization needed for diverse agents. This tension intensifies when aiming for full personalization while adapting to unknown heterogeneity levels — gaining collaborative speedup when agents are similar, without performance degradation when they are different. Embracing the challenge, we propose personalized collaborative learning (PCL), a novel framework for heterogeneous agents to collaboratively learn personalized solutions with seamless adaptivity. Through carefully designed bias […]

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arXiv:2509.20508v2 Announce Type: replace Abstract: We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced Wasserstein (SW) distances. Specifically, we leverage both standard SW distances, which provide lower bounds, and lifted SW distances, which provide upper bounds, as predictors of the true Wasserstein distance. To ensure parsimony, we introduce two linear models: an unconstrained […]

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arXiv:2507.08150v3 Announce Type: replace Abstract: Accurate uncertainty quantification is critical for reliable predictive modeling. Existing methods typically address either aleatoric uncertainty due to measurement noise or epistemic uncertainty resulting from limited data, but not both in a balanced manner. We propose CLEAR, a calibration method with two distinct parameters, $gamma_1$ and $gamma_2$, to combine the two uncertainty components and improve the conditional coverage of predictive intervals for regression tasks. CLEAR is compatible with any pair of aleatoric and […]

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arXiv:2410.06378v2 Announce Type: replace Abstract: Covering numbers of (deep) ReLU networks have been used to characterize approximation-theoretic performance, to upper-bound prediction error in nonparametric regression, and to quantify classification capacity. These results rely on covering number upper bounds obtained via explicit constructions of coverings. Lower bounds on covering numbers do not appear to be available in the literature. The present paper fills this gap by deriving tight (up to multiplicative constants) lower and upper bounds on the metric […]

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arXiv:2407.10417v2 Announce Type: replace Abstract: A fundamental challenge in machine learning is the choice of a loss as it characterizes our learning task, is minimized in the training phase, and serves as an evaluation criterion for estimators. Proper losses are commonly chosen, ensuring minimizers of the full risk match the true probability vector. Estimators induced from a proper loss are widely used to construct forecasters for downstream tasks such as classification and ranking. In this procedure, how does […]

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arXiv:2210.09709v3 Announce Type: replace Abstract: Importance weighting is a standard tool for correcting distribution shift, but its statistical behavior under target shift — where the label distribution changes between training and testing while the conditional distribution of inputs given the label remains stable — remains under-explored. We analyze importance-weighted kernel ridge regression under target shift and show that, because the weights depend only on the output variable, reweighting corrects the train-test mismatch without altering the input-space complexity that […]

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arXiv:2603.03071v1 Announce Type: cross Abstract: Classical deep networks are effective because depth enables adaptive geometric deformation of data representations. In quantum neural networks (QNNs), however, depth or state reachability alone does not guarantee this feature-learning capability. We study this question in the pure-state setting by viewing encoded data as an embedded manifold in $mathbb{C}P^{2^n-1}$ and analysing infinitesimal unitary actions through Lie-algebra directions. We introduce Classical-to-Lie-algebra (CLA) maps and the criterion of almost Complete Local Selectivity (aCLS), which combines […]

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arXiv:2603.02840v1 Announce Type: cross Abstract: Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares about a new domain and has access to a set of related datasets, the question arises: how best to fine-tune a TSFM to improve zero-shot forecasting? A typical approach to this type of problem is to fine-tune a LoRA […]

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