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This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

Illumination variation remains a central challenge in object detection and recognition. Existing analyses of illumination variation typically pertain to convex, Lambertian objects, and guarantee quality of approximation in an average case…

Computer Vision and Pattern Recognition · Computer Science 2013-07-05 Yuqian Zhang , Cun Mu , Han-wen Kuo , John Wright

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

Many statistical methods have been proposed for variable selection in the past century, but few balance inference and prediction tasks well. Here we report on a novel variable selection approach called Penalized regression with…

Methodology · Statistics 2021-06-16 Yi Zuo , Thomas G. Stewart , Jeffrey D. Blume

The Support Vector Machine using Privileged Information (SVM+) has been proposed to train a classifier to utilize the additional privileged information that is only available in the training phase but not available in the test phase. In…

Machine Learning · Computer Science 2016-04-07 Xinxing Xu , Joey Tianyi Zhou , IvorW. Tsang , Zheng Qin , Rick Siow Mong Goh , Yong Liu

Support Vector Machine (SVM) is a robust machine learning algorithm with broad applications in classification, regression, and outlier detection. SVM requires tuning the regularization parameter (RP) which controls the model capacity and…

Machine Learning · Statistics 2023-05-18 Mahdi Shamsi , Soosan Beheshti

Supervised linear feature extraction can be achieved by fitting a reduced rank multivariate model. This paper studies rank penalized and rank constrained vector generalized linear models. From the perspective of thresholding rules, we build…

Machine Learning · Statistics 2012-05-11 Yiyuan She

Local feature selection in machine learning provides instance-specific explanations by focusing on the most relevant features for each prediction, enhancing the interpretability of complex models. However, such methods tend to produce…

Machine Learning · Computer Science 2024-07-17 Harrie Oosterhuis , Lijun Lyu , Avishek Anand

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

Machine Learning · Statistics 2015-10-09 Xingye Qiao , Lingsong Zhang

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not…

Machine Learning · Computer Science 2014-02-12 Aaron Karper

This paper deals with supervised classification and feature selection in high dimensional space. A classical approach is to project data on a low dimensional space and classify by minimizing an appropriate quadratic cost. A strict control…

Machine Learning · Computer Science 2019-12-02 Michel Barlaud , Antonin Chambolle , Jean-Baptiste Caillau

We present a transductive learning algorithm that takes as input training examples from a distribution $P$ and arbitrary (unlabeled) test examples, possibly chosen by an adversary. This is unlike prior work that assumes that test examples…

Machine Learning · Computer Science 2020-10-01 Shafi Goldwasser , Adam Tauman Kalai , Yael Tauman Kalai , Omar Montasser

We present two practical improvement techniques for unsupervised segmentation learning. These techniques address limitations in the resolution and accuracy of predicted segmentation maps of recent state-of-the-art methods. Firstly, we…

Computer Vision and Pattern Recognition · Computer Science 2024-12-02 Alp Eren Sari , Francesco Locatello , Paolo Favaro

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset…

Methodology · Statistics 2016-10-27 Yiyuan She

The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Xiangyu Mao , Jianping He , Chengcheng Zhao

A systematic approach to finding variational approximation in an otherwise intractable non-conjugate model is to exploit the general principle of convex duality by minorizing the marginal likelihood that renders the problem tractable. While…

Statistics Theory · Mathematics 2020-10-27 Indrajit Ghosh , Anirban Bhattacharya , Debdeep Pati

Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of…

Optimization and Control · Mathematics 2022-08-24 Samuel E. Otto , Clarence W. Rowley

We propose a quantum algorithm for training nonlinear support vector machines (SVM) for feature space learning where classical input data is encoded in the amplitudes of quantum states. Based on the classical SVM-perf algorithm of Joachims,…

Quantum Physics · Physics 2020-10-21 Jonathan Allcock , Chang-Yu Hsieh