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Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…

Machine Learning · Statistics 2024-12-12 James T. Wilson

Modern instance-based model-agnostic explanation methods (LIME, SHAP, L2X) are of great use in data-heavy industries for model diagnostics, and for end-user explanations. These methods generally return either a weighting or subset of input…

Machine Learning · Computer Science 2019-12-03 Matt Chapman-Rounds , Marc-Andre Schulz , Erik Pazos , Konstantinos Georgatzis

We introduce a new randomization procedure for experiments based on the cube method, which achieves near-exact covariate balance. This ensures compliance with standard balance tests and allows for balancing on many covariates, enabling more…

Econometrics · Economics 2025-07-21 Laurent Davezies , Guillaume Hollard , Pedro Vergara Merino

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

Robots should be able to learn complex behaviors from human demonstrations. In practice, these human-provided datasets are inevitably imbalanced: i.e., the human demonstrates some subtasks more frequently than others. State-of-the-art…

Robotics · Computer Science 2026-01-06 Sagar Parekh , Heramb Nemlekar , Dylan P. Losey

The randomized Kaczmarz method is an iterative algorithm that solves overdetermined systems of linear equations. Recently, the method was extended to systems of equalities and inequalities by Leventhal and Lewis. Even more recently, Needell…

Numerical Analysis · Mathematics 2014-09-04 Jonathan Briskman , Deanna Needell

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

Numerical Analysis · Computer Science 2014-11-06 Prateek Jain , Praneeth Netrapalli

Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…

Rings and Algebras · Mathematics 2007-05-23 Christopher Beattie

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

This paper aims to address two fundamental challenges arising in eigenvector estimation and inference for a low-rank matrix from noisy observations: (1) how to estimate an unknown eigenvector when the eigen-gap (i.e. the spacing between the…

Statistics Theory · Mathematics 2021-09-09 Chen Cheng , Yuting Wei , Yuxin Chen

Gaussian processes provide probabilistic surrogates for various applications including classification, uncertainty quantification, and optimization. Using a gradient-enhanced covariance matrix can be beneficial since it provides a more…

Optimization and Control · Mathematics 2023-07-13 André L. Marchildon , David W. Zingg

Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…

Machine Learning · Computer Science 2020-10-23 Junjiao Tian , Yen-Cheng Liu , Nathan Glaser , Yen-Chang Hsu , Zsolt Kira

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

There are many real-world classification problems wherein the issue of data imbalance (the case when a data set contains substantially more samples for one/many classes than the rest) is unavoidable. While under-sampling the problematic…

Computer Vision and Pattern Recognition · Computer Science 2018-01-09 John McKay , Isaac Gerg , Vishal Monga

The design of high-precision sensing devises becomes ever more difficult and expensive. At the same time, the need for precise calibration of these devices (ranging from tiny sensors to space telescopes) manifests itself as a major…

Information Theory · Computer Science 2015-10-28 Shuyang Ling , Thomas Strohmer

In the context of Visual Question Answering (VQA) and Agentic AI, calibration refers to how closely an AI system's confidence in its answers reflects their actual correctness. This aspect becomes especially important when such systems…

Computer Vision and Pattern Recognition · Computer Science 2025-11-17 Ayush Pandey , Jai Bardhan , Ishita Jain , Ramya S Hebbalaguppe , Rohan Raju Dhanakshirur , Lovekesh Vig

This paper deals with a new middle path approach developed for reducing alignment calculations in BLAST algorithm. This is a new step which is introduced in BLAST algorithm in between the ungapped and gapped alignments. This step of middle…

Data Structures and Algorithms · Computer Science 2012-09-28 Deepak Garg , S C Saxena , L M Bhardwaj

This paper introduces a computationally efficient method that converges globally to B-stationary points of mathematical programs with equilibrium constraints (MPECs). B-stationarity is necessary for optimality and means that no feasible…

Optimization and Control · Mathematics 2026-03-13 Armin Nurkanović , Sven Leyffer

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt