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Relation between test and train error with gradient descent iterates

My question is about establishing an inequality between population error and expected training error (i.e, expected training error < population error) for a model trained with gradient descent on a ...
sgg's user avatar
  • 1
1 vote
1 answer
1k views

References for "second order" random walk on graphs (used in "node2vec" paper)?

The "word2vec" family of methods provided a great breakthrough in natural language processing. The methods assign to each word a vector in $R^{n}$, such that the "similar" words ...
Alexander Chervov's user avatar
5 votes
0 answers
204 views

Distance of two points in Grassmannian using Plücker coordinate

Let $G(q,D)$ be the Grassmannian of $q$-dimensional vector spaces in $\mathbb{R}^D$, where $q \le D$ are positive integers. In the paper, a distance between two points of $G(q,D)$ are defined as ...
Jianrong Li's user avatar
  • 6,121
8 votes
4 answers
2k views

How to learn a continuous function?

Let $\Omega \subset \mathbb{R}^m$ be an open subset bounded with a smooth boundary. Problem : Given any bounded continuous function $f:\Omega\to\mathbb{R}$, can we learn it to a given accuracy $\...
Rajesh D's user avatar
  • 714
5 votes
1 answer
197 views

Hermite polynomial after rotation

When we consider the $n$-dimensional standard normal distribution, the orthogonal basis is $\{H_S(x)\}_{S}$ where $H_S(x) = \prod_{k=1}^n H_{s_k}(x_k)$. Here $H_*(x)$ is the normalized probabilist's ...
Pascalprimer's user avatar
1 vote
1 answer
531 views

Upper bounding VC dimension of an indicator function class

I would like to upper bound the VC dimension of the function class $ F$ defined as follows: $$ F := \left\{ (x,t) \mapsto \mathbb{1} \left( c_Q\min_{q \in Q} {\|x-q \|}_1 - t > 0 \right) \; | \; Q ...
ato_42's user avatar
  • 11
52 votes
5 answers
8k views

Why do bees create hexagonal cells ? (Mathematical reasons)

Question 0 Are there any mathematical phenomena which are related to the form of honeycomb cells? Question 1 Maybe hexagonal lattices satisfy certain optimality condition(s) which are related to it? ...
Alexander Chervov's user avatar
7 votes
1 answer
397 views

Does the plane clustered to minimize sum distances^2 to clusters centers ( inertia / "K-means") produce hexagonal clusters / hexagonal lattice?

"K-means" is the most simple and famous clustering algorithm, which has numerous applications. For a given as an input number of clusters it segments set of points in R^n to that given number of ...
Alexander Chervov's user avatar
2 votes
1 answer
206 views

Uniform Lipschitz function approximation by shallow neural networks

Fix $d\in \mathbb{N}$. Let $F_1$ be the set of all 1-Lipschitz functions mapping $[0, 1]^d$ to $\mathbb{R}$. For $\varphi: \mathbb{R} \rightarrow \mathbb{R}$ and $m \in \mathbb{N}$, let $N_\varphi^m$ ...
Steve's user avatar
  • 1,085
0 votes
1 answer
104 views

Independence in a sequential problem with observations getting added to buckets

Consider a sequence of random observations $(O(t))_{t\geq 1}$, with $O(t)=(D(t),J(t),Y(t))$. Denote $\mathcal{F}(t) := \sigma(O(1),\ldots,O(t))$, the filtration induced by the first $t$ observations. ...
Aurelien's user avatar
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7 votes
1 answer
494 views

Books to develop a unified view of statistics and information theory?

I hope to understand the connection between statistics and information theory in a deep philosophical sense. I suppose the best place to start would be David MacKay's Information Theory, Inference, ...
inhaler18's user avatar
11 votes
1 answer
674 views

Abstract mathematical concepts/tools appeared in machine learning research

I am interested in knowing about abstract mathematical concepts, tools or methods that have come up in theoretical machine learning. By "abstract" I mean something that is not immediately related to ...
2 votes
0 answers
195 views

Inequality on the Kullback-Leibler divergence

Let us define the arithmetic, geometric, and harmonic means of $x,y \in \mathbb{R}$ weighted by $\alpha =(\alpha_x,\alpha_y) \in [0,1]$, respectively as \begin{equation} a_\alpha(x,y) = \frac{\...
Apprentice's user avatar
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2 answers
277 views

Statistical divergence

Does anyone know about a statistical divergence of this type? \begin{equation} \text{D}(P||Q) = \frac{1}{2} \left[\text{KL}(M||P) + \text{KL}(M||Q)\right] \end{equation} where $M = \frac{1}{2} [P+Q]$....
Apprentice's user avatar
2 votes
0 answers
486 views

Comparison of concentrations of different $L^p$-norms of (sub) Gaussian distributions

It's well-known that the Euclidean $2$-norm of subgaussian random vectors concentrates in high dimensions, e.g. when $X \sim \mathcal{N}(0,I_n),$ (or in general $X$ is subgaussian with independent co-...
Learning math's user avatar
0 votes
2 answers
172 views

Help with a definition of a two-person game in a referenced paper

In the paper "Finding Mixed Nash Equilibria of Generative Adversarial Networks" the authors write in equation (1) on page 2: Consider the classical formulation of a two-player game with finitely ...
qwer1304's user avatar
1 vote
0 answers
44 views

What is the number of iterations needed for the message passing algorithm to converge when applied to an acyclic factor graph?

I understand that the message passing algorithm (Belief Propagation algorithm), when applied to a factor graph consists in an exchange in messages between the factor nodes and the variable nodes, ...
e. sfe's user avatar
  • 39
14 votes
6 answers
3k views

Mathematical physics without partial derivatives

Remark: All the answers so far have been very insightful and on point but after receiving public and private feedback from other mathematicians on the MathOverflow I decided to clarify a few notions ...
Aidan Rocke's user avatar
  • 3,827
2 votes
0 answers
86 views

Variational forms of non-convex functions

I am trying to understand what kind of variational forms exist for non-convex functions. Alternatively, are there conjugate forms which attain strong duality? For a non-convex function $f$, I am ...
mathuser128's user avatar
1 vote
0 answers
50 views

sequential learning reference request [closed]

I would like to find a book for master math student about the following topics. I don't know the field and I don't want to be lost in details so if it could be an straight forward please. I'm a ...
CechMS's user avatar
  • 169
8 votes
0 answers
118 views

Positive definite kernels on categories

I'm wondering if there is any work on studying positive definite kernels on (the objects of a) category. By this I mean for a category $\mathcal{C}$, find a function $$ K: Ob\mathcal{C} \times Ob\...
Eric's user avatar
  • 855
16 votes
2 answers
1k views

Physical interpretation of the Manifold Hypothesis

Motivation: Most dimensionality reduction algorithms assume that the input data are sampled from a manifold $\mathcal{M}$ whose intrinsic dimension $d$ is much smaller than the ambient dimension $D$. ...
Aidan Rocke's user avatar
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0 votes
0 answers
425 views

Artificial intelligence simulating mathematicians (what a distopia!)

This is kind of soft and naive question, so feel free to shame on me :) I start from the fact that, in my opinion, what humans are interested in about mathematics are things that we find deep and ...
Andrea Marino's user avatar
36 votes
8 answers
17k views

How useful is differential geometry and topology to deep learning?

After seeing this article https://www.quantamagazine.org/an-idea-from-physics-helps-ai-see-in-higher-dimensions-20200109/ I wanted to ask myself how useful of an endeavor would it be if one goes ...
VS.'s user avatar
  • 1,816
16 votes
1 answer
828 views

Are primes linearly separable?

Let $X_1,\cdots,X_n$ be finite subsets of some set $Z$. Then the symmetric difference metric space: $$d(X_i,X_j) = \sqrt{ |X_i|+|X_j|-2|X_i\cap X_j|}$$ can be embedded in Euclidean space. The value $|...
user avatar
0 votes
1 answer
81 views

a probability density algorithm that is not sensitive to the initial condition

There are many algorithms to estimate the density of probability distributions. I am looking for one that is not sensitive to the initial condition. For instance, Expectation–maximization algorithm ...
Steve's user avatar
  • 494
1 vote
1 answer
159 views

Perturbation of the value of a general-sum game at a equilibirium

Consider a general-sum game with $N$ players. Let $u_i(a_1, \ldots, a_N)\colon \prod_{i=1}^N A_i \rightarrow \mathbb{R} $ be the payoff of the player $i\in \{ 1, \ldots, N \}$ when each player takes ...
Steve's user avatar
  • 1,127
0 votes
1 answer
454 views

Optimal solution to cross entropy loss in the continuous case

This could be a simple question but I don't have a satisfying answer. Setup. Suppose that we have $K$ different classes, and consider cross entropy loss which maps a probability vector in the ...
Xi Wu's user avatar
  • 143
2 votes
0 answers
193 views

Extension of universal approximation theorem

Let $I_d:=[0,1]^d$ with $d\ge 2$. Define $C(I_d):=\{F: I_d\to\mathbb R \mbox{ is continuous}\}$ and $$N(I_d):=\{F\in C(I_d): F(x)=\sum_{k=1}^n f_k(v_k\cdot x), \mbox{ where } n\ge 1 \mbox{ and } f_1,\...
user avatar
1 vote
1 answer
187 views

What subjects of Fourier analysis have had more effect on machine learning? [closed]

What is the salient uses of Fourier analysis in machine learning? What subjects of Fourier analysis have had more effect on machine learning? Please mention the references.
ABB's user avatar
  • 3,992
3 votes
1 answer
313 views

Statistical model vs. statistical learning theory

I am interested in the relation between a statistical model $(\Omega, \mathcal{F}, (\mathbb{P}^\theta : \theta\in\Theta))$, where the hypotheses are "$\mathbb{P}^\theta$ is a good approximation of the ...
Jan K's user avatar
  • 131
2 votes
1 answer
617 views

Why we use Rademacher complexity for generalization error when we can have a trained function?

Let $G$ be a family of functions mapping from $Z$ to $[a, b]$ and $S=\left(z_{1}, \ldots, z_{m}\right)$ a fixed sample of size $m$ with elements in $Z$ . Then, the empirical Rademacher complexity of $...
lee's user avatar
  • 53
23 votes
1 answer
4k views

Relation between information geometry and geometric deep learning

Disclaimer: This is a cross-post from a very similar question on math.SE. I allowed myself to post it here after reading this meta post about cross-posting between mathoverflow and math.SE, I did ...
Blupon's user avatar
  • 333
1 vote
0 answers
187 views

Solution to a Strongly Convex Non-smooth Minimization Problem involving an L1 Norm

Let $X \in \mathbb{R}^{n \times d}, w \in \mathbb{R}^d, y \in \{\pm 1\}^{n}, \alpha \in [0,1], \lambda \in \mathbb{R}$. I have an expression that looks as follows $\frac{1}{2}\|Xw -y \|_{2}^2 + \...
user145353's user avatar
1 vote
0 answers
99 views

Plethora of variant neural networks?

Since a decade ago when new life was breathed in to neural networks in the form of deep learning a plethora of different architectures have come about. Is there a reference that gives compendium of ...
Turbo's user avatar
  • 13.7k
1 vote
0 answers
69 views

A mathematical area capable of describing nonstationary game-like problem [closed]

Here is my definition of the problem that I am trying to model: Let's have two agents and an environment. Each agent can do two types of actions. They are either supporting the environment or don't. ...
zajer's user avatar
  • 111
3 votes
1 answer
1k views

How to inference the dual form of perceptron?

The model of perceptron is a linear binary classifier, which is $f(x)=\mathbb{sign}(w^Tx+b)$. $x$ is the datapoint as $w$ as well as $b$ are the parameters. The cost function of Primal Perceptron is $...
Whisht's user avatar
  • 143
1 vote
1 answer
191 views

Can we order random variables in a measurable way in a general setup?

Let $(\Omega,\mathcal A,\operatorname P)$ be a probability space $(E,\mathcal E)$ be a measurable space $n\in\mathbb N$ $X_1,\ldots,X_n$ be $(E,\mathcal E)$-valued random variables on $(\Omega,\...
0xbadf00d's user avatar
  • 161
52 votes
1 answer
5k views

Mathematics of imaging the black hole

The first ever black hole was "pictured" recently, per an announcement made on 10th April, 2019. See for example: https://www.bbc.com/news/science-environment-47873592 . It has been claimed that ...
Piyush Grover's user avatar
5 votes
1 answer
240 views

Generating function for lattice paths making aribitrary (i,j)-up-right move in one step and fitting rectangular (m,n)?

There is the following beautiful formula (see Qiaochu Yuan excellent blog): $$ \sum_{\lambda \in Young~diagrams~fitting~rectangle~m~n} q^{Box~count(="area~under~the~curve")~of~\lambda} = \binom{n+m}{...
Alexander Chervov's user avatar
1 vote
0 answers
148 views

Clarification about the ϵ -net argument

I have been reading the paper Do GANs learn the distribution? Some theory and empirics. In Corollary D.1, they reference the paper Generalization and Equilibrium in Generative Adversarial Nets which ...
Amit Rege's user avatar
1 vote
1 answer
164 views

Error metric for joint estimation of mean and variance

Background: Let $\mu:\mathbb{R}^n\to\mathbb{R}$ and $\sigma:\mathbb{R}^n\to\mathbb{R}_+$ be two unknown functions, and consider a stochastic model of the form $$ \mathbb{E}[Y\mid\mathbf{x}] = \mu(\...
guigux's user avatar
  • 607
5 votes
0 answers
187 views

Algebraic/relational structures produced using evolutionary/machine learning algorithms?

Are there examples of algebraic structures which have been constructed using evolutionary algorithms and possibly machine learning algorithms? I am looking for algebraic structures like lattices ...
Joseph Van Name's user avatar
3 votes
0 answers
435 views

Simple (?) question on inner product in reproducing kernel Hilbert space

I'm following the gentle introduction to Reproducing Kernel Hilbert Spaces From Zero to Reproducing Kernel Hilbert Spaces in Twelve Pages or Less by Hal Daumé III. I believe the author fully ...
RMurphy's user avatar
  • 163
0 votes
1 answer
219 views

Cross entropy loss is not twice differentiable?

I was reading a recent theory paper in machine learning by Kenji Kawaguchi and Leslie Pack Kaelbling https://arxiv.org/pdf/1901.00279.pdf and the authors seem to suggest in section 2.2 that cross-...
ted's user avatar
  • 271
4 votes
5 answers
6k views

Proof of Bellman optimality equation for finite Markov Decision Processes

This question has already been posed in Cross Validated without receiving a correct formal answer, so I reformulate it here to gain attention of mathematicians. I am referring to chapter 3 of Sutton ...
hardhu's user avatar
  • 171
9 votes
0 answers
258 views

How sensitive are Neural Networks to weight change?

Let's consider the space of feedforward neural networks with a given structure: $L$ layers, $m$ neurones per layer, ReLu activation, input dimension $d$, output dimension $k$. Which means I'm ...
Alfred's user avatar
  • 879
9 votes
1 answer
2k views

Is There an Induction-Free Proof of the 'Be The Leader' Lemma?

This lemma is used in the context of online convex optimisation. It is sometimes called the 'Be the Leader Lemma'. Lemma: Suppose $f_1,f_2,\ldots,f_N$ are real valued functions with the same ...
Daron's user avatar
  • 1,761
1 vote
0 answers
150 views

Hypergraph partitioning and bipartite graph partitioning

Are hypergraph partitioning, and bipartite graph partitioning related, or equivalent, given that hypergraphs can be represented as bipartite graphs? In the first case, we want to partition the set of ...
Carlos Botas's user avatar
0 votes
3 answers
239 views

Clustering on tree

I am looking for a method that would identify clusters in a tree-like structure. In the figure below you can see a very simple example where one can visually identify distinct branches with a lot of ...
WoofDoggy's user avatar
  • 237