604 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- École Normale Supérieure - PSLFR41 papers
- Institut national de recherche en sciences et technologies du numériqueFR30 papers
- Département d'InformatiqueFR17 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Université Paris Sciences et LettresFR5 papers
- CentraleSupélecFR3 papers
- École Normale SupérieureBI3 papers
- Institut Polytechnique de ParisFR3 papers
- Laboratoire Traitement et Communication de l’InformationFR3 papers
- Massachusetts Institute of TechnologyUS3 papers
- CEA Paris-Saclay - Etablissement de SaclayFR2 papers
- Centre de Vision NumériqueFR2 papers
7 papers · 1 filter
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions
Dmitrii Ostrovskii, Alessandro Rudi
In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator admits an \tex…
Sample Complexity of Sinkhorn divergences
Aude Genevay, Lénaic Chizat, Francis Bach +2
Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn div…
Batched bandit problems
Vianney Perchet, Philippe Rigollet, Sylvain Chassang +1
Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials…
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression
Francis Bach
In this paper, we consider supervised learning problems such as logistic regression and study the stochastic gradient method with averaging, in the usual stochastic approximation s…
Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation
Sylvain Arlot, Matthieu Lerasle
This paper studies V-fold cross-validation for model selection in least-squares density estimation. The goal is to provide theoretical grounds for choosing V in order to minimize t…
Multi-task Regression using Minimal Penalties
Matthieu Solnon, Sylvain Arlot, Francis Bach
In this paper we study the kernel multiple ridge regression framework, which we refer to as multi-task regression, using penalization techniques. The theoretical analysis of this p…
Linear regression through PAC-Bayesian truncation
Jean-Yves Audibert, Olivier Catoni
We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under L^\infty constraints on the linear combination.…