Related papers: The Knowledge Gradient Policy Using A Sparse Addit…

Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose an integrated approach, called sparse gradient learning…

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods…

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of…

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Sparse knowledge graph (KG) scenarios pose a challenge for previous Knowledge Graph Completion (KGC) methods, that is, the completion performance decreases rapidly with the increase of graph sparsity. This problem is also exacerbated…

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized additive models (GAMs), thereby introducing the…

Nonresponse frequently arises in practice, and simply ignoring it may lead to erroneous inference. Besides, the number of collected covariates may increase as the sample size in modern statistics, so parametric imputation or propensity…

Neural models for NLP typically use large numbers of parameters to reach state-of-the-art performance, which can lead to excessive memory usage and increased runtime. We present a structure learning method for learning sparse,…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

In this brief paper, we present a naive aggregation algorithm for a typical learning problem with expert advice setting, in which the task of improving generalization, i.e., model validation, is embedded in the learning process as a…