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Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…

Probability · Mathematics 2014-09-09 Andrew Papanicolaou , Konstantinos Spiliopoulos

This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…

Optimization and Control · Mathematics 2025-04-16 Yunier Bello-Cruz , Max L. N. Gonçalves , Jefferson G. Melo , Cassandra Mohr

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

The goal of feature selection is to choose the optimal subset of features for a recognition task by evaluating the importance of each feature, thereby achieving effective dimensionality reduction. Currently, proposed feature selection…

Machine Learning · Computer Science 2024-02-27 Zhenxing Zhang , Jun Ge , Zheng Wei , Chunjie Zhou , Yilei Wang

While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…

Numerical Analysis · Mathematics 2025-04-29 Osman Asif Malik , Yiming Xu , Nuojin Cheng , Stephen Becker , Alireza Doostan , Akil Narayan

Akaike's information criterion (AIC) is a measure of the quality of a statistical model for a given set of data. We can determine the best statistical model for a particular data set by the minimization of the AIC. Since we need to evaluate…

Optimization and Control · Mathematics 2019-11-21 Keiji Kimura , Hayato Waki

An Orthogonal Least Squares (OLS) based feature selection method is proposed for both binomial and multinomial classification. The novel Squared Orthogonal Correlation Coefficient (SOCC) is defined based on Error Reduction Ratio (ERR) in…

Machine Learning · Computer Science 2021-11-09 Sikai Zhang , Zi-Qiang Lang

In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…

Machine Learning · Computer Science 2013-12-30 N. Denizcan Vanli , Suleyman S. Kozat

We present a new piecewise linear regression methodology that utilizes fitting a difference of convex functions (DC functions) to the data. These are functions $f$ that may be represented as the difference $\phi_1 - \phi_2$ for a choice of…

Machine Learning · Statistics 2020-11-17 Ali Siahkamari , Aditya Gangrade , Brian Kulis , Venkatesh Saligrama

Ensemble methods, such as stacking, are designed to boost predictive accuracy by blending the predictions of multiple machine learning models. Recent work has shown that the use of meta-features, additional inputs describing each example in…

Machine Learning · Computer Science 2009-11-04 Joseph Sill , Gabor Takacs , Lester Mackey , David Lin

We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…

Optimization and Control · Mathematics 2019-10-09 Joey Huchette , Juan Pablo Vielma

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection…

Machine Learning · Computer Science 2020-07-28 Yutaro Yamada , Ofir Lindenbaum , Sahand Negahban , Yuval Kluger

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

Optimization and Control · Mathematics 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$…

Machine Learning · Computer Science 2024-06-19 Taisuke Yasuda , MohammadHossein Bateni , Lin Chen , Matthew Fahrbach , Gang Fu , Vahab Mirrokni

In this article, the parameters of a hybrid log-linear model (log-Poisson) are estimated using the fuzzy least-squares (FLS) procedures (Celmi\c{n}\v{s}, 987a,b, D'Urso and Gastaldi, 2000, DUrso and Gastaldi, 2001). A goodness of fit have…

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make…

Machine Learning · Computer Science 2014-05-16 Elad Hazan , Tomer Koren , Kfir Y. Levy

A class of quasi-distribution evaluation criteria based on piecewise Bezier curves is proposed to address the issue of the inability to objectively evaluate finite element models. During the optimization design of mechanical parts, finite…

Numerical Analysis · Mathematics 2024-09-09 Runkai Wen , Yukun Chai , Lingxin Wang , Ruochen Du , Xingtian Long , Zhiyang Liu , Peng Wu , Yiduo Wang