Related papers: Sparsification and feature selection by compressiv…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated…
This paper proposes a meta-learning approach to evolving a parametrized loss function, which is called Meta-Loss Network (MLN), for training the image classification learning on small datasets. In our approach, the MLN is embedded in the…
Many real-world machine learning applications are characterized by a huge number of features, leading to computational and memory issues, as well as the risk of overfitting. Ideally, only relevant and non-redundant features should be…
Exploiting channel sparsity at millimeter wave (mmWave) frequencies reduces the high training overhead associated with the channel estimation stage. Compressive sensing (CS) channel estimation techniques usually adopt the (overcomplete)…
This paper introduces a novel framework designed to achieve a high compression ratio in Split Learning (SL) scenarios where resource-constrained devices are involved in large-scale model training. Our investigations demonstrate that…
We describe a fast method to eliminate features (variables) in l1 -penalized least-square regression (or LASSO) problems. The elimination of features leads to a potentially substantial reduction in running time, specially for large values…
Discrepancy theory provides powerful tools for producing higher-quality objects which "beat the union bound" in fundamental settings throughout combinatorics and computer science. However, this quality has often come at the price of more…
Detection limit (DL) has become an increasingly ubiquitous issue in statistical analyses of biomedical studies, such as cytokine, metabolite and protein analysis. In regression analysis, if an explanatory variable is left-censored due to…
Large-scale regression problems where both the number of variables, $p$, and the number of observations, $n$, may be large and in the order of millions or more, are becoming increasingly more common. Typically the data are sparse: only a…
Deep neural networks have significantly alleviated the burden of feature engineering, but comparable efforts are now required to determine effective architectures for these networks. Furthermore, as network sizes have become excessively…
Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…
Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for…
Major complications arise from the recent increase in the amount of high-dimensional data, including high computational costs and memory requirements. Feature selection, which identifies the most relevant and informative attributes of a…
Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may…
This paper proposes a multi-stage projection-based Lasso procedure for the semiparametric sample selection model in high-dimensional settings under a weak nonparametric restriction on the selection correction. In particular, the number of…
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…
Bagging, a powerful ensemble method from machine learning, improves the performance of unstable predictors. Although the power of Bagging has been shown mostly in classification problems, we demonstrate the success of employing Bagging in…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…