Related papers: Feature Extraction for Universal Hypothesis Testin…
Non-Negative Matrix Factorization (NMF) is a widely used dimension reduction method that factorizes a non-negative data matrix into two lower dimensional non-negative matrices: One is the basis or feature matrix which consists of the…
It is widely believed that complex machine learning models generally encode features through linear representations. This is the foundational hypothesis behind a vast body of work on interpretability. A key challenge toward extracting…
Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…
We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…
The effort to understand network systems in increasing detail has resulted in a diversity of methods designed to extract their large-scale structure from data. Unfortunately, many of these methods yield diverging descriptions of the same…
Determining whether an algorithmic decision-making system discriminates against a specific demographic typically involves comparing a single point estimate of a fairness metric against a predefined threshold. This practice is statistically…
We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…
Word feature vectors have been proven to improve many NLP tasks. With recent advances in unsupervised learning of these feature vectors, it became possible to train it with much more data, which also resulted in better quality of learned…
Feature selection is a problem of finding efficient features among all features in which the final feature set can improve accuracy and reduce complexity. In feature selection algorithms search strategies are key aspects. Since feature…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…
Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
Constrained counting and sampling are two fundamental problems in Computer Science with numerous applications, including network reliability, privacy, probabilistic reasoning, and constrained-random verification. In constrained counting,…
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…
We discuss an "operational" approach to testing convex composite hypotheses when the underlying distributions are heavy-tailed. It relies upon Euclidean separation of convex sets and can be seen as an extension of the approach to testing by…