Related papers: The Plateau Problem in the Heteroskedastic Probit …
Local search algorithms for combinatorial search problems frequently encounter a sequence of states in which it is impossible to improve the value of the objective function; moves through these regions, called plateau moves, dominate the…
Local search methods can quickly find good quality solutions in cases where systematic search methods might take a large amount of time. Moreover, in the context of pattern set mining, exhaustive search methods are not applicable due to the…
We introduce the hyperparameter search problem in the field of machine learning and discuss its main challenges from an optimization perspective. Machine learning methods attempt to build models that capture some element of interest based…
Probabilistic models often have parameters that can be translated, scaled, permuted, or otherwise transformed without changing the model. These symmetries can lead to strong correlation and multimodality in the posterior distribution over…
The paper concerns the problem of pointwise adaptive estimation in regression when the noise is heteroscedastic and incorrectly known. The use of the local approximation method, which includes the local polynomial smoothing as a particular…
We provide preliminary details and formulation of an optimization strategy under current development that is able to automatically tune the parameters of a Support Vector Machine over new datasets. The optimization strategy is a heuristic…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
Choice modellers routinely acknowledge the risk of convergence to inferior local optima when using structures other than a simple linear-in-parameters logit model. At the same time, there is no consensus on appropriate mechanisms for…
This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation…
Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…
Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…
Local search is a fundamental optimization technique that is both widely used in practice and deeply studied in theory, yet its computational complexity remains poorly understood. The traditional frameworks, PLS and the standard algorithm…
Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here…
Protein structure prediction based on Hydrophobic-Polar energy model essentially becomes searching for a conformation having a compact hydrophobic core at the center. The hydrophobic core minimizes the interaction energy between the amino…
In this paper, we consider the problem of local parameter identifiability of a parameter function in a system of ordinary differential equations. Previously, in this problem, the case where the dimensions of a parameter and a solution of a…
Recent research has shown growing interest in modeling hypergraphs, which capture polyadic interactions among entities beyond traditional dyadic relations. However, most existing methodologies for hypergraphs face significant limitations,…
Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…
This paper proposes a new framework for providing approximation guarantees of local search algorithms. Local search is a basic algorithm design technique and is widely used for various combinatorial optimization problems. To analyze local…
Parameterized local search combines classic local search heuristics with the paradigm of parameterized algorithmics. While most local search algorithms aim to improve given solutions by performing one single operation on a given solution,…
There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…