Neural networks struggle on small tabular datasets, where tree-based models remain dominant.We introduce Adaptive Contrastive Approach (AdaCap ), a training scheme that combines a permutationbased contrastive loss with a Tikhonov-based closed-form output mapping.Across 85 real-world regression datasets and multiple architectures, AdaCap yields consistent and statistically significant improvements in the small-sample regime, particularly for residual models.A meta-predictor trained on dataset characteristics (size, skewness, noise) accurately anticipates when AdaCap is beneficial.These results show that AdaCap acts as a targeted regularization mechanism, strengthening neural networks precisely where they are most fragile.All results and code are publicly available at https://github.com/BrunoBelucci/adacap.

Markov processes serve as universal models for many real-world random processes. This paper presents a data-driven approach to learning these models through the spectral decomposition of the infinitesimal generator (IG) of the Markov semigroup. Its unbounded nature complicates traditional methods such as vector-valued regression and Hilbert-Schmidt operator analysis. Existing techniques, including physics-informed kernel regression, are computationally expensive and limited in scope, with no recovery guarantees for transfer operator methods when the time-lag is small. We propose a novel method leveraging the IG's resolvent, characterized by the Laplace transform of transfer operators. This approach is robust to time-lag variations, ensuring accurate eigenvalue learning even for small time-lags. Our statistical analysis applies to a broader class of Markov processes than current methods while reducing computational complexity from quadratic to linear in the state dimension. Finally, we demonstrate our theoretical findings in several experiments.

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learning the transfer operator or the generator of the system, which in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the learning problem. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete-time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.

We study the problem of forecasting the evolution of a function of the state (observable) of a discrete ergodic dynamical system over multiple time steps. The elegant theory of Koopman and transfer operators can be used to evolve any such function forward in time. However, their estimators are usually unreliable in long-term forecasting. We show how classical techniques of eigenvalue deflation from operator theory and feature centering from statistics can be exploited to enhance standard estimators. We develop a novel technique to derive high probability bounds on powers of empirical estimators. Our approach, rooted in the stability theory of non-normal operators, allows us to establish uniform in time bounds for the forecasting error, which hold even on infinite time horizons. We further show that our approach can be seamlessly employed to forecast future state distributions from an initial one, with provably uniform error bounds. Numerical experiments illustrate the advantages of our approach in practice.

We address data-driven learning of the infinitesimal generator of stochastic diffusion processes, essential for understanding numerical simulations of natural and physical systems. The unbounded nature of the generator poses significant challenges, rendering conventional analysis techniques for Hilbert-Schmidt operators ineffective. To overcome this, we introduce a novel framework based on the energy functional for these stochastic processes. Our approach integrates physical priors through an energy-based risk metric in both full and partial knowledge settings. We evaluate the statistical performance of a reduced-rank estimator in reproducing kernel Hilbert spaces (RKHS) in the partial knowledge setting. Notably, our approach provides learning bounds independent of the state space dimension and ensures non-spurious spectral estimation. Additionally, we elucidate how the distortion between the intrinsic energy-induced metric of the stochastic diffusion and the RKHS metric used for generator estimation impacts the spectral learning bounds.

We introduce Neural Conditional Probability (NCP), an operator-theoretic approach to learning conditional distributions with a focus on statistical inference tasks. NCP can be used to build conditional confidence regions and extract key statistics such as conditional quantiles, mean, and covariance. It offers streamlined learning via a single unconditional training phase, allowing efficient inference without the need for retraining even when conditioning changes. By leveraging the approximation capabilities of neural networks, NCP efficiently handles a wide variety of complex probability distributions. We provide theoretical guarantees that ensure both optimization consistency and statistical accuracy. In experiments, we show that NCP with a 2-hidden-layer network matches or outperforms leading methods. This demonstrates that a a minimalistic architecture with a theoretically grounded loss can achieve competitive results, even in the face of more complex architectures.

We study the problem of transfer-learning in the setting of stochastic linear contextual bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning the tasks jointly. Following recent results to design Lasso stochastic bandit policies, we propose an efficient greedy policy based on trace norm regularization. It implicitly learns a low dimensional representation by encouraging the matrix formed by the task regression vectors to be of low rank. Unlike previous work in the literature, our policy does not need to know the rank of the underlying matrix, nor {does} it requires the covariance of the arms distribution to be invertible. We derive an upper bound on the multi-task regret of our policy, which is, up to logarithmic factors, of order $T\sqrt{rN}+\sqrt{rNTd}$, where $T$ is the number of tasks, $r$ the rank, $d$ the number of variables and $N$ the number of rounds per task. We show the benefit of our strategy over an independent task learning baseline, which has a worse regret of order $T\sqrt{dN}$. We also argue that our policy {is minimax optimal} and, when $T\geq d$, has a multi-task regret which is comparable to the regret of an oracle policy which knows the true underlying representation.

Non-linear dynamical systems can be handily described by the associated Koopman operator, whose action evolves every observable of the system forward in time. Learning the Koopman operator and its spectral decomposition from data is enabled by a number of algorithms. In this work we present for the first time non-asymptotic learning bounds for the Koopman eigenvalues and eigenfunctions. We focus on time-reversal-invariant stochastic dynamical systems, including the important example of Langevin dynamics. We analyze two popular estimators: Extended Dynamic Mode Decomposition (EDMD) and Reduced Rank Regression (RRR). Our results critically hinge on novel {minimax} estimation bounds for the operator norm error, that may be of independent interest. Our spectral learning bounds are driven by the simultaneous control of the operator norm error and a novel metric distortion functional of the estimated eigenfunctions. The bounds indicates that both EDMD and RRR have similar variance, but EDMD suffers from a larger bias which might be detrimental to its learning rate. Our results shed new light on the emergence of spurious eigenvalues, an issue which is well known empirically. Numerical experiments illustrate the implications of the bounds in practice.

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix. Moreover, the robust procedures designed to address this problem require the invertibility of the covariance operator and thus are not effective on high-dimensional data. In this paper, we propose an unbiased estimator for the covariance in the presence of missing values that does not require any imputation step and still achieves near minimax statistical accuracy with the operator norm. We also advocate for its use in combination with cell-wise outlier detection methods to tackle cell-wise contamination in a high-dimensional and low-rank setting, where state-of-the-art methods may suffer from numerical instability and long computation times. To complement our theoretical findings, we conducted an experimental study which demonstrates the superiority of our approach over the state of the art both in low and high dimension settings.