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Path Regularization: A Near-Complete and Optimal Nonasymptotic Generalization Theory for Multilayer Neural Networks and Double Descent Phenomenon

路径正则化:多层神经网络与双下降的非渐近泛化理论

Path regularization has shown to be a very effective regularization to train neural networks, leading to a better generalization property than common regularizations i.e. weight decay, etc. We propose a first near-complete (as will be made explicit in the main text) nonasymptotic generalization theory for multilayer neural networks with path regularizations for general learning problems. In particular, it does not require the boundedness of the loss function, as is commonly…

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Semi-$G$-normal: a Hybrid between Normal and $G$-normal (Full Version)

半 G 正态:经典正态与 G 正态之间的混合结构(完整版本)

The $G$-expectation framework is a generalization of the classical probabilistic system motivated by Knightian uncertainty, where the $G$-normal plays a central role. However, from a statistical perspective, $G$-normal distributions look quite different from the classical normal ones. For instance, its uncertainty is characterized by a set of distributions which covers not only classical normal with different variances, but additional distributions typically having non-zero…

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