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Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…
This paper presents an efficient reversible algorithm for linear regression, both with and without ridge regression. Our reversible algorithm matches the asymptotic time and space complexity of standard irreversible algorithms for this…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…
We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…
When training predictive models on data with missing entries, the most widely used and versatile approach is a pipeline technique where we first impute missing entries and then compute predictions. In this paper, we view prediction with…
Mixed linear regression (MLR) has attracted increasing attention because of its great theoretical and practical importance in capturing nonlinear relationships by utilizing a mixture of linear regression sub-models. Although considerable…
Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many problems in practice are nonlinear in nature and therefore…
In the fight against hard-to-treat diseases such as cancer, it is often difficult to discover new treatments that benefit all subjects. For regulatory agency approval, it is more practical to identify subgroups of subjects for whom the…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
To have a superior generalization, a deep learning neural network often involves a large size of training sample. With increase of hidden layers in order to increase learning ability, neural network has potential degradation in accuracy.…