Related papers: Loss-Proportional Subsampling for Subsequent ERM
Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature…
Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…
Network datasets appear across a wide range of scientific fields, including biology, physics, and the social sciences. To enable data-driven discoveries from these networks, statistical inference techniques like estimation and hypothesis…
The theory of boosting provides a computational framework for aggregating approximate weak learning algorithms, which perform marginally better than a random predictor, into an accurate strong learner. In the realizable case, the success of…
Subsampling techniques can reduce the computational costs of processing big data. Practical subsampling plans typically involve initial uniform sampling and refined sampling. With a subsample, big data inferences are generally built on the…
Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…
Subsampling algorithms are a natural approach to reduce data size before fitting models on massive datasets. In recent years, several works have proposed methods for subsampling rows from a data matrix while maintaining relevant information…
Representative risk estimation is fundamental to clinical decision-making. However, risks are often estimated from non-representative epidemiologic studies, which usually underrepresent minorities. "Model-based" methods use population…
The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…
The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…
The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…
We consider the problem of providing valid inference for a selected parameter in a sparse regression setting. It is well known that classical regression tools can be unreliable in this context due to the bias generated in the selection…
Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…
Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…