Related papers: V-fold cross-validation improved: V-fold penalizat…

In machine learning one often assumes the data are independent when evaluating model performance. However, this rarely holds in practise. Geographic information data sets are an example where the data points have stronger dependencies among…

Cross-Validation (CV), and out-of-sample performance-estimation protocols in general, are often employed both for (a) selecting the optimal combination of algorithms and values of hyper-parameters (called a configuration) for producing the…

Cross-validation (CV) is routinely used across the sciences to select models and tune parameters, and the resulting choices are often interpreted as substantive scientific conclusions (e.g., which variables, mechanisms, or risk factors are…

Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…

Adaptive Random Testing (ART) is an enhancement of Random Testing (RT), and aims to improve the RT failure-detection effectiveness by distributing test cases more evenly in the input domain. Many ART algorithms have been proposed, with…

In response to the challenges of data mining, discriminant analysis continues to evolve as a vital branch of statistics. Our recently introduced method of vertex discriminant analysis (VDA) is ideally suited to handle multiple categories…

Federated learning is a popular collaborative learning approach that enables clients to train a global model without sharing their local data. Vertical federated learning (VFL) deals with scenarios in which the data on clients have…

Unnormalised latent variable models are a broad and flexible class of statistical models. However, learning their parameters from data is intractable, and few estimation techniques are currently available for such models. To increase the…

Consider the {$\ell_{\alpha}$} regularized linear regression, also termed Bridge regression. For $\alpha\in (0,1)$, Bridge regression enjoys several statistical properties of interest such as sparsity and near-unbiasedness of the estimates…

We consider approaches for improving the efficiency of algorithms for fitting nonconvex penalized regression models such as SCAD and MCP in high dimensions. In particular, we develop rules for discarding variables during cyclic coordinate…

We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…

Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the…

AI's widespread integration has led to neural networks (NNs) deployment on edge and similar limited-resource platforms for safety-critical scenarios. Yet, NN's fragility raises concerns about reliable inference. Moreover, constrained…

Visual Instruction Finetuning (VIF) is pivotal for post-training Vision-Language Models (VLMs). Unlike unimodal instruction finetuning in plain-text large language models, which mainly requires instruction datasets to enable model…

With the increasing size of today's data sets, finding the right parameter configuration in model selection via cross-validation can be an extremely time-consuming task. In this paper we propose an improved cross-validation procedure which…

We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…

First, we analyze the variance of the Cross Validation (CV)-based estimators used for estimating the performance of classification rules. Second, we propose a novel estimator to estimate this variance using the Influence Function (IF)…

Manifold regularization, such as laplacian regularized least squares (LapRLS) and laplacian support vector machine (LapSVM), has been widely used in semi-supervised learning, and its performance greatly depends on the choice of some…

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Ensemble methods such as bagging and random forests are ubiquitous in various fields, from finance to genomics. Despite their prevalence, the question of the efficient tuning of ensemble parameters has received relatively little attention.…