15 papers · 1 filter
Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction
Anton Conrad, Rustam Isaev, Denis Belomestny +2
Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscali…
Gaussian Approximation and Multiplier Bootstrap for Federated Linear Stochastic Approximation
Ilya Levin, Maksim Shuklin, Eric Moulines +2
In this paper, we establish Berry-Esseen-type bounds for federated linear stochastic approximation (LSA). Our results provide the first federated Gaussian approximations for LSA th…
On Gaussian approximation for entropy-regularized Q-learning with function approximation
Artemy Rubtsov, Rahul Singh, Eric Moulines +2
In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak--Ruppert averaged iterates generated by entropy-regularized asynchronous Q-le…
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
Marina Sheshukova, Sergey Samsonov, Denis Belomestny +4
In this paper, we establish the non-asymptotic validity of the multiplier bootstrap procedure for constructing the confidence sets using the Stochastic Gradient Descent (SGD) algor…
Gaussian Approximation for Asynchronous Q-learning
Artemy Rubtsov, Sergey Samsonov, Vladimir Ulyanov +1
In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak-Ruppert averaged iterates generated by the asynchronous Q-learning algorithm…
Refined Analysis of Federated Averaging and Federated Richardson-Romberg
Paul Mangold, Alain Durmus, Aymeric Dieuleveut +2
In this paper, we present a novel analysis of \FedAvg with constant step size, relying on the Markov property of the underlying process. We demonstrate that the global iterates of…