Learning without Concentration for General Loss Functions
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Abstract (arXiv)
We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed scenarios. Our results show that the error rate depends on two parameters: one captures the intrinsic complexity of the class, and essentially leads to the error rate in a noise-free (or realizable) problem; the other measures interactions between class members the target and the loss, and is dominant when the problem is far from realizable. We also explain how one may deal with outliers by choosing the loss in a way that is calibrated to the intrinsic complexity of the class and to the noise-level of the problem (the latter is measured by the distance between the target and the class).
Key facts. Cited by 13 papers in the map (data through 7 Oct 2026). First posted on arXiv 13 Oct 2014.
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Citing papers per year: 2021: 2; 2022: 4; 2023: 4; 2024: 1; 2025: 2.
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- 2022Statistical Learning Theory for Control: A Finite Sample Perspectivecited by 52
- 2021On Empirical Risk Minimization with Dependent and Heavy-Tailed Datacited by 16
- 2022Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Conditioncited by 9
- 2021Kalman Filtering with Adversarial Corruptionscited by 6
- 2023On Regression in Extreme Regionscited by 6
- 2023The noise level in linear regression with dependent datacited by 6
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficientscited by 4
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problemscited by 2
- 2023Optimal Excess Risk Bounds for Empirical Risk Minimization on p-Norm Linear Regressioncited by 2
- 2023Uniform Risk Bounds for Learning with Dependent Data Sequencescited by 1
- 2025Reweighting Improves Conditional Risk Boundscited by 1
- 2024Subsampled Ensemble Can Improve Generalization Tail Exponentiallycited by 0
- 2025Complexity Dependent Error Rates for Physics-informed Statistical Learning via the Small-ball Method27 Oct 2025
- 2025Reweighting Improves Conditional Risk Bounds4 Jan 2025
- 2024Subsampled Ensemble Can Improve Generalization Tail Exponentially23 May 2024
- 2023Optimal Excess Risk Bounds for Empirical Risk Minimization on p-Norm Linear Regression19 Oct 2023
- 2023The noise level in linear regression with dependent data18 May 2023
- 2023Uniform Risk Bounds for Learning with Dependent Data Sequences21 Mar 2023
- 2023On Regression in Extreme Regions6 Mar 2023
- 2022Statistical Learning Theory for Control: A Finite Sample Perspective12 Sep 2022
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficients24 Aug 2022
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems27 May 2022
- 2022Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Condition23 Feb 2022
- 2021Kalman Filtering with Adversarial Corruptions11 Nov 2021
1 more
- 2022Statistical Learning Theory for Control: A Finite Sample Perspectivecited by 52
- 2021On Empirical Risk Minimization with Dependent and Heavy-Tailed Datacited by 16
- 2022Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Conditioncited by 9
- 2021Kalman Filtering with Adversarial Corruptionscited by 6
- 2023On Regression in Extreme Regionscited by 6
- 2023The noise level in linear regression with dependent datacited by 6
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficientscited by 4
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problemscited by 2
- 2023Optimal Excess Risk Bounds for Empirical Risk Minimization on p-Norm Linear Regressioncited by 2
- 2023Uniform Risk Bounds for Learning with Dependent Data Sequencescited by 1
- 2025Reweighting Improves Conditional Risk Boundscited by 1
- 2024Subsampled Ensemble Can Improve Generalization Tail Exponentiallycited by 0
12 most cited of 13 All 13 (JSON)
- 2025Complexity Dependent Error Rates for Physics-informed Statistical Learning via the Small-ball Method27 Oct 2025
- 2025Reweighting Improves Conditional Risk Bounds4 Jan 2025
- 2024Subsampled Ensemble Can Improve Generalization Tail Exponentially23 May 2024
- 2023Optimal Excess Risk Bounds for Empirical Risk Minimization on p-Norm Linear Regression19 Oct 2023
- 2023The noise level in linear regression with dependent data18 May 2023
- 2023Uniform Risk Bounds for Learning with Dependent Data Sequences21 Mar 2023
- 2023On Regression in Extreme Regions6 Mar 2023
- 2022Statistical Learning Theory for Control: A Finite Sample Perspective12 Sep 2022
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficients24 Aug 2022
- 2022Error Bound of Empirical ℓ2 Risk Minimization for Noisy Standard and Generalized Phase Retrieval Problems27 May 2022
- 2022Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Condition23 Feb 2022
- 2021Kalman Filtering with Adversarial Corruptions11 Nov 2021
12 newest of 13 All 13 (JSON)