Related papers: Attribute Efficient Linear Regression with Data-De…
This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by…
Given an imperfect predictor, we exploit additional features at test time to improve the predictions made, without retraining and without knowledge of the prediction function. This scenario arises if training labels or data are proprietary,…
We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…
Learning under one-sided feedback (i.e., where we only observe the labels for examples we predicted positively on) is a fundamental problem in machine learning -- applications include lending and recommendation systems. Despite this, there…
Data-efficient learning algorithms are essential in many practical applications where data collection is expensive, e.g., in robotics due to the wear and tear. To address this problem, meta-learning algorithms use prior experience about…
As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget…
In sparse regression modeling via regularization such as the lasso, it is important to select appropriate values of tuning parameters including regularization parameters. The choice of tuning parameters can be viewed as a model selection…
Resource-constrained classification tasks are common in real-world applications such as allocating tests for disease diagnosis, hiring decisions when filling a limited number of positions, and defect detection in manufacturing settings…
Aligning large language models (LLMs) depends on high-quality datasets of human preference labels, which are costly to collect. Although active learning has been studied to improve sample efficiency relative to passive collection, many…
Given a fixed budget for total model size, one must choose between training a single large model or combining the predictions of multiple smaller models. We investigate this trade-off for ensembles of random-feature ridge regression models…
This paper discusses a data-driven, empirically-based framework to make algorithmic decisions or recommendations without expert knowledge. We improve the performance of two algorithmic case studies: the selection of a pivot rule for the…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
Classification models are a fundamental component of physical-asset management technologies such as structural health monitoring (SHM) systems and digital twins. Previous work introduced risk-based active learning, an online approach for…
With the dramatic increase of dimensions in the data representation, extracting latent low-dimensional features becomes of the utmost importance for efficient classification. Aiming at the problems of unclear margin representation and…
We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…
A number of machine learning algorithms are using a metric, or a distance, in order to compare individuals. The Euclidean distance is usually employed, but it may be more efficient to learn a parametric distance such as Mahalanobis metric.…
The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…