5 papers
Revisiting inverse Hessian vector products for calculating influence functions
Yegor Klochkov, Yang Liu
Influence functions are a popular tool for attributing a model's output to training data. The traditional approach relies on the calculation of inverse Hessian-vector products (iHV…
SONIC: SOcial Network with Influencers and Communities
Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, Yegor Klochkov
The integration of social media characteristics into an econometric framework requires modeling a high dimensional dynamic network with dimensions of parameter typically much large…
Robust -means Clustering for Distributions with Two Moments
Yegor Klochkov, Alexey Kroshnin, Nikita Zhivotovskiy
We consider the robust algorithms for the -means clustering problem where a quantizer is constructed based on independent observations. Our main results are median of means…
Sharper bounds for uniformly stable algorithms
Olivier Bousquet, Yegor Klochkov, Nikita Zhivotovskiy
Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and…
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
Yegor Klochkov, Nikita Zhivotovskiy
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent subgaussian components. The core technique of th…