ℓ₂-Boosting exhibits benign overfitting with logarithmic excess variance decay Θ(σ²/log(p/n)) under isotropic noise due to ℓ₁ bias, and a subdifferential early stopping rule recovers minimax-optimal ℓ₁ rates.
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5 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 5representative citing papers
A new dataset-level non-strict symmetry measure allows deriving bounded equivariance for restoration models and motivates an adaptive network that aligns with per-sample symmetry to reduce expected risk.
ABGD parametrizes piecewise linear functions as difference of max-affine functions and converges linearly to an epsilon-accurate solution with O(d max(sigma/epsilon,1)^2) samples under sub-Gaussian noise, which is minimax optimal up to logs.
PEAR computes regret gradients via tangent-space projection of prediction error, delivering top decision quality and efficiency on LP and QP tasks without solver differentiation.
SPACO is a new single-loop stochastic algorithm for stochastic nonconvex-concave minimax problems with nonlinear convex coupled constraints that uses penalty smoothing and provides non-asymptotic complexity bounds plus stationarity analysis.
citing papers explorer
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When Does $\ell_2$-Boosting Overfit Benignly? High-Dimensional Risk Asymptotics and the $\ell_1$ Implicit Bias
ℓ₂-Boosting exhibits benign overfitting with logarithmic excess variance decay Θ(σ²/log(p/n)) under isotropic noise due to ℓ₁ bias, and a subdifferential early stopping rule recovers minimax-optimal ℓ₁ rates.
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Aligning Network Equivariance with Data Symmetry: A Theoretical Framework and Adaptive Approach for Image Restoration
A new dataset-level non-strict symmetry measure allows deriving bounded equivariance for restoration models and motivates an adaptive network that aligns with per-sample symmetry to reduce expected risk.
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Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions
ABGD parametrizes piecewise linear functions as difference of max-affine functions and converges linearly to an epsilon-accurate solution with O(d max(sigma/epsilon,1)^2) samples under sub-Gaussian noise, which is minimax optimal up to logs.
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Decision-Focused Learning via Tangent-Space Projection of Prediction Error
PEAR computes regret gradients via tangent-space projection of prediction error, delivering top decision quality and efficiency on LP and QP tasks without solver differentiation.
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A Single-Loop Stochastic Gradient Algorithm for Minimax Optimization with Nonlinear Coupled Constraints
SPACO is a new single-loop stochastic algorithm for stochastic nonconvex-concave minimax problems with nonlinear convex coupled constraints that uses penalty smoothing and provides non-asymptotic complexity bounds plus stationarity analysis.