Related papers: Model Selection for High Dimensional Quadratic Reg…
System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…
We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…
A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…
Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a…
Existing facial image super-resolution (SR) methods focus mostly on improving artificially down-sampled low-resolution (LR) imagery. Such SR models, although strong at handling artificial LR images, often suffer from significant performance…
Q-learning is a widely used reinforcement learning technique for solving path planning problems. It primarily involves the interaction between an agent and its environment, enabling the agent to learn an optimal strategy that maximizes…
Quadratic discriminant analysis (QDA) is a widely used classification technique that generalizes the linear discriminant analysis (LDA) classifier to the case of distinct covariance matrices among classes. For the QDA classifier to yield…
High-precision predictions in BSM models require calculations at the loop-level and thus a renormalization of (some of) the BSM parameter. Here many choices for the renormalization scheme (RS) are possible. A given RS can be well suited to…
Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…
Quantizing images into discrete representations has been a fundamental problem in unified generative modeling. Predominant approaches learn the discrete representation either in a deterministic manner by selecting the best-matching token or…
Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…
Factorization machines (FMs) are machine learning predictive models based on second-order feature interactions and FMs with sparse regularization are called sparse FMs. Such regularizations enable feature selection, which selects the most…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data,…
Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…
Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…
High-dimensional vector autoregressive (VAR) models are important tools for the analysis of multivariate time series. This paper focuses on high-dimensional time series and on the different regularized estimation procedures proposed for…
Domain Randomization (DR) is commonly used for sim2real transfer of reinforcement learning (RL) policies in robotics. Most DR approaches require a simulator with a fixed set of tunable parameters from the start of the training, from which…
Sparse regression and feature extraction are the cornerstones of knowledge discovery from massive data. Their goal is to discover interpretable and predictive models that provide simple relationships among scientific variables. While the…
Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of…