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This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Machine Learning · Computer Science 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

Out-of-distribution (OOD) detection is an important task in machine learning systems for ensuring their reliability and safety. Deep probabilistic generative models facilitate OOD detection by estimating the likelihood of a data sample.…

Machine Learning · Computer Science 2021-06-16 Jaemoo Choi , Changyeon Yoon , Jeongwoo Bae , Myungjoo Kang

Kernel logistic regression (KLR) is a widely used supervised learning method for binary and multi-class classification, which provides estimates of the conditional probabilities of class membership for the data points. Unlike other kernel…

Machine Learning · Computer Science 2025-12-23 Antonio Consolo , Andrea Manno , Edoardo Amaldi

It is well known that kernel ridge regression (KRR) is a popular nonparametric regression estimator. Nonetheless, in the presence of a large data set with size $n\gg 1,$ the KRR estimator has the drawback to require an intensive…

Statistics Theory · Mathematics 2023-01-19 Asma Ben Saber , Abderrazek Karoui

Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

Machine Learning · Computer Science 2024-10-15 Ramnath Kumar , Kushal Majmundar , Dheeraj Nagaraj , Arun Sai Suggala

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…

Methodology · Statistics 2025-09-18 Anthony-Alexander Christidis , Gabriela Cohen-Freue

This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements. In particular, block sparse versions of the orthogonal matching pursuit and thresholding algorithms are analyzed under…

Information Theory · Computer Science 2015-05-19 Zvika Ben-Haim , Yonina C. Eldar

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Machine Learning · Statistics 2016-05-30 Prateek Jain , Nikhil Rao , Inderjit Dhillon

The Hirschfeld-Gebelein-R\'enyi (HGR) correlation coefficient is an extension of Pearson's correlation that is not limited to linear correlations, with potential applications in algorithmic fairness, scientific analysis, and causal…

Machine Learning · Computer Science 2025-09-12 Luca Giuliani , Michele Lombardi

Recent image degradation estimation methods have enabled single-image super-resolution (SR) approaches to better upsample real-world images. Among these methods, explicit kernel estimation approaches have demonstrated unprecedented…

Computer Vision and Pattern Recognition · Computer Science 2023-11-01 Royson Lee , Rui Li , Stylianos I. Venieris , Timothy Hospedales , Ferenc Huszár , Nicholas D. Lane

Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extreme learning machine…

Machine Learning · Computer Science 2020-06-03 Hongwei Dong , Liming Yang

In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements…

Optimization and Control · Mathematics 2022-04-12 Shamak Dutta , Nils Wilde , Stephen L. Smith

A brain can detect outlier just by using only normal samples. Similarly, one-class classification (OCC) also uses only normal samples to train the model and trained model can be used for outlier detection. In this paper, a multi-layer…

Machine Learning · Computer Science 2019-04-16 Chandan Gautam , Aruna Tiwari , M. Tanveer

Sparse linear regression methods such as Lasso require a tuning parameter that depends on the noise variance, which is typically unknown and difficult to estimate in practice. In the presence of heavy-tailed noise or adversarial outliers,…

Statistics Theory · Mathematics 2025-06-17 Takeyuki Sasai , Hironori Fujisawa

A long-standing topic in artificial intelligence is the effective recognition of patterns from noisy images. In this regard, the recent data-driven paradigm considers 1) improving the representation robustness by adding noisy samples in…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Shuren Qi , Yushu Zhang , Chao Wang , Tao Xiang , Xiaochun Cao , Yong Xiang

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

The asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training…

Machine Learning · Computer Science 2024-03-19 Maksim Velikanov , Maxim Panov , Dmitry Yarotsky

In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…

Systems and Control · Computer Science 2017-01-18 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson