Supervised learning with probabilistic morphisms and kernel mean embeddings

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1. Verfasser: Lê, Hông Vân
Format: Preprint
Veröffentlicht: 2023
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author Lê, Hông Vân
author_facet Lê, Hông Vân
contents In this paper I propose a generative model of supervised learning that unifies two approaches to supervised learning, using a concept of a correct loss function. Addressing two measurability problems, which have been ignored in statistical learning theory, I propose to use convergence in outer probability to characterize the consistency of a learning algorithm. Building upon these results, I extend a result due to Cucker-Smale, which addresses the learnability of a regression model, to the setting of a conditional probability estimation problem. Additionally, I present a variant of Vapnik-Stefanuyk's regularization method for solving stochastic ill-posed problems, and using it to prove the generalizability of overparameterized supervised learning models.
format Preprint
id arxiv_https___arxiv_org_abs_2305_06348
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Supervised learning with probabilistic morphisms and kernel mean embeddings
Lê, Hông Vân
Statistics Theory
Machine Learning
Category Theory
Functional Analysis
Probability
46N30, 60B10, 62G05, 18N99
In this paper I propose a generative model of supervised learning that unifies two approaches to supervised learning, using a concept of a correct loss function. Addressing two measurability problems, which have been ignored in statistical learning theory, I propose to use convergence in outer probability to characterize the consistency of a learning algorithm. Building upon these results, I extend a result due to Cucker-Smale, which addresses the learnability of a regression model, to the setting of a conditional probability estimation problem. Additionally, I present a variant of Vapnik-Stefanuyk's regularization method for solving stochastic ill-posed problems, and using it to prove the generalizability of overparameterized supervised learning models.
title Supervised learning with probabilistic morphisms and kernel mean embeddings
topic Statistics Theory
Machine Learning
Category Theory
Functional Analysis
Probability
46N30, 60B10, 62G05, 18N99
url https://arxiv.org/abs/2305.06348