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Sorted $L_1$ penalization estimator (SLOPE) is a regularization technique for sorted absolute coefficients in high-dimensional regression. By arbitrarily setting its regularization weights $\lambda$ under the monotonicity constraint, SLOPE…

The Ordered Weighted Averaging (OWA) operator is a traditional and commonly used criterion for aggregating discrete values of uncertain quantities. In this paper, it is shown that the discrete OWA naturally extends to the continuous case by…

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components…

Precision medicine is of considerable interest in clinical, academic and regulatory parties. The key to precision medicine is the optimal treatment regime. Recently, Zhou et al. (2017) developed residual weighted learning (RWL) to construct…

Machine Learning requires a large amount of training data in order to build accurate models. Sometimes the data arrives over time, requiring significant storage space and recalculating the model to account for the new data. On-line learning…

Object proposals are an ensemble of bounding boxes with high potential to contain objects. In order to determine a small set of proposals with a high recall, a common scheme is extracting multiple features followed by a ranking algorithm…

Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…

Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the…

Quantification, i.e., the task of training predictors of the class prevalence values in sets of unlabeled data items, has received increased attention in recent years. However, most quantification research has concentrated on developing…

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. We aim to bridge the gap between these two…

Estimating optimal individualized treatment rules (ITRs) via outcome weighted learning (OWL) often relies on observed rewards that are noisy or optimistic proxies for the true latent utility. Ignoring this reward uncertainty leads to the…

Reinforcement learning (RL) has made significant advancements, achieving superhuman performance in various tasks. However, RL agents often operate under the assumption of environmental stationarity, which poses a great challenge to learning…

In decision-making under uncertainty, several criteria have been studied to aggregate the performance of a solution over multiple possible scenarios. This paper introduces a novel variant of ordered weighted averaging (OWA) for optimization…

The popularity of algorithms based on Extreme Learning Machine (ELM), which can be used to train Single Layer Feedforward Neural Networks (SLFN), has increased in the past years. They have been successfully applied to a wide range of…

Ordinal regression is a classification task where classes have an order and prediction error increases the further the predicted class is from the true class. The standard approach for modeling ordinal data involves fitting parallel…

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

Learning to Rank (LTR) is one of the most widely used machine learning applications. It is a key component in platforms with profound societal impacts, including job search, healthcare information retrieval, and social media content feeds.…

We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…

Conditional gradient algorithms (also often called Frank-Wolfe algorithms) are popular due to their simplicity of only requiring a linear optimization oracle and more recently they also gained significant traction for online learning. While…

Solving goal-conditioned tasks with sparse rewards using self-supervised learning is promising because of its simplicity and stability over current reinforcement learning (RL) algorithms. A recent work, called Goal-Conditioned Supervised…