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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.…

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…

In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…

We introduce a novel ensembling method, Random Bundle (RB), that improves performance for brain metastases segmentation. We create our ensemble by training each network on our dataset with 50% of our annotated lesions censored out. We also…

The Rapid Iterative FiTting (RIFT) parameter inference algorithm provides a simulation-based inference approach to efficient, highly-parallelized parameter inference for GW sources. Previous editions of RIFT have conservatively optimized…

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Bearing is a key component in industrial machinery and its failure may lead to unwanted downtime and economic loss. Hence, it is necessary to predict the remaining useful life (RUL) of bearings. Conventional data-driven approaches of RUL…

The Random Forest (RF) classifier is often claimed to be relatively well calibrated when compared with other machine learning methods. Moreover, the existing literature suggests that traditional calibration methods, such as isotonic…

Distribution regression, where the goal is to predict a scalar response from a distribution-valued predictor, arises naturally in settings where observations are grouped and outcomes depend on group-level characteristics rather than on…

Many existing data mining algorithms use feature values directly in their model, making them sensitive to units/scales used to measure/represent data. Pre-processing of data based on rank transformation has been suggested as a potential…

Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…

In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Probit regression was first proposed by Bliss in 1934 to study mortality rates of insects. Since then, an extensive body of work has analyzed and used probit or related binary regression methods (such as logistic regression) in numerous…

This paper studies high-dimensional regression with two-way structured data. To estimate the high-dimensional coefficient vector, we propose the generalized matrix decomposition regression (GMDR) to efficiently leverage any auxiliary…

Fast convergence speed is a desired property for training latent Dirichlet allocation (LDA), especially in online and parallel topic modeling for massive data sets. This paper presents a novel residual belief propagation (RBP) algorithm to…

Bayesian Additive Regression Trees(BART) is a Bayesian nonparametric approach which has been shown to be competitive with the best modern predictive methods such as random forest and Gradient Boosting Decision Tree.The sum of trees…

The Bell regression model (BRM) is a statistical model that is often used in the analysis of count data that exhibits overdispersion. In this study, we propose a Bayesian analysis of the BRM and offer a new perspective on its application.…

One of the key reasons for the high sample complexity in reinforcement learning (RL) is the inability to transfer knowledge from one task to another. In standard multi-task RL settings, low-reward data collected while trying to solve one…

We propose to prune a random forest (RF) for resource-constrained prediction. We first construct a RF and then prune it to optimize expected feature cost & accuracy. We pose pruning RFs as a novel 0-1 integer program with linear constraints…