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Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

Computation · Statistics 2022-09-05 Michael J. Wurm , Paul J. Rathouz , Bret M. Hanlon

Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance…

Methodology · Statistics 2022-02-21 Ruben van den Goorbergh , Maarten van Smeden , Dirk Timmerman , Ben Van Calster

Standard (network) meta-analysis methods for medical test accuracy evaluation analyse the data separately for each test threshold - wasting data - unless every study reports all thresholds. Previously proposed "multiple threshold" models…

Recent studies have shown that deep neural networks are not well-calibrated and often produce over-confident predictions. The miscalibration issue primarily stems from using cross-entropy in classifications, which aims to align predicted…

Machine Learning · Computer Science 2025-02-05 Daehwan Kim , Haejun Chung , Ikbeom Jang

Bivariate ordered logistic models (BOLMs) are appealing to jointly model the marginal distribution of two ordered responses and their association, given a set of covariates. When the number of categories of the responses increases, the…

Statistics Theory · Mathematics 2014-07-08 Marco Enea , Gianfranco Lovison

Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…

Statistics Theory · Mathematics 2025-03-18 Guo Xian Yau , Chong Zhang

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Machine Learning · Statistics 2026-05-19 Tobias Brock , Thomas Nagler

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

A standard approach in pattern classification is to estimate the distributions of the label classes, and then to apply the Bayes classifier to the estimates of the distributions in order to classify unlabeled examples. As one might expect,…

Machine Learning · Computer Science 2007-05-23 Nick Palmer , Paul W. Goldberg

Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an…

Machine Learning · Computer Science 2016-11-15 Michael T. Lash , W. Nick Street

In many real-world prediction tasks, class labels include information about the relative ordering between labels, which is not captured by commonly-used loss functions such as multi-category cross-entropy. Recently, the deep learning…

Machine Learning · Computer Science 2020-11-16 Wenzhi Cao , Vahid Mirjalili , Sebastian Raschka

Multi-class classification is one of the most important tasks in machine learning. In this paper we consider two online multi-class classification problems: classification by a linear model and by a kernelized model. The quality of…

Machine Learning · Computer Science 2010-01-07 Fedor Zhdanov , Yuri Kalnishkan

Ordinal categorical data are widely collected in psychology, education, and other social sciences, appearing commonly in questionnaires, assessments, and surveys. Latent class models provide a flexible framework for uncovering unobserved…

Machine Learning · Statistics 2026-02-26 Huan Qing

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Methodology · Statistics 2019-12-13 Anthony Christidis , Ruben Zamar , Laks V. S. Lakshmanan , Ezequiel Smucler

Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…

Methodology · Statistics 2024-11-05 Subhrasish Chakraborty , Chhavi Tyagi , Haiyan Qiao , Wenge Guo

Positive and unlabelled learning is an important problem which arises naturally in many applications. The significant limitation of almost all existing methods lies in assuming that the propensity score function is constant (SCAR…

Machine Learning · Statistics 2023-11-01 Konrad Furmańczyk , Jan Mielniczuk , Wojciech Rejchel , Paweł Teisseyre

In clinical prediction modeling, model updating refers to the practice of modifying a prediction model before it is used in a new setting. In the context of logistic regression for a binary outcome, one of the simplest updating methods is a…

Applications · Statistics 2022-04-12 Mohsen Sadatsafavi , Hamid Tavakoli , Abdollah Safari

Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve this class of problems. Different from existing methods,…

Optimization and Control · Mathematics 2018-11-06 Conghui Tan , Tong Zhang , Shiqian Ma , Ji Liu

Logistic regression is one of the most popular methods in binary classification, wherein estimation of model parameters is carried out by solving the maximum likelihood (ML) optimization problem, and the ML estimator is defined to be the…

Optimization and Control · Mathematics 2018-10-23 Robert M. Freund , Paul Grigas , Rahul Mazumder