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In this work we study the problem of inferring a discrete probability distribution using both expert knowledge and empirical data. This is an important issue for many applications where the scarcity of data prevents a purely empirical…

Machine Learning · Computer Science 2020-01-08 Rémi Besson , Erwan Le Pennec , Stéphanie Allassonnière

Consider a regression problem where there is no labeled data and the only observations are the predictions $f_i(x_j)$ of $m$ experts $f_{i}$ over many samples $x_j$. With no knowledge on the accuracy of the experts, is it still possible to…

Machine Learning · Statistics 2017-03-09 Omer Dror , Boaz Nadler , Erhan Bilal , Yuval Kluger

Recent work [ 14 ] has introduced a method for prior elicitation that utilizes records of expert decisions to infer a prior distribution. While this method provides a promising approach to eliciting expert uncertainty, it has only been…

Machine Learning · Computer Science 2025-01-22 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a…

Machine Learning · Statistics 2020-01-29 Jerome H. Friedman

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…

Data Structures and Algorithms · Computer Science 2017-08-11 Daniel Kane , Sushrut Karmalkar , Eric Price

We study the problem of eliciting and aggregating probabilistic information from multiple agents. In order to successfully aggregate the predictions of agents, the principal needs to elicit some notion of confidence from agents, capturing…

Computer Science and Game Theory · Computer Science 2014-10-03 Rafael M. Frongillo , Yiling Chen , Ian A. Kash

We consider statistical inference in high-dimensional regression problems under affine constraints on the parameter space. The theoretical study of this is motivated by the study of genetic determinants of diseases, such as diabetes, using…

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…

Computer Science and Game Theory · Computer Science 2022-08-26 Ioannis Anagnostides , Dimitris Fotakis , Panagiotis Patsilinakos

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…

Machine Learning · Computer Science 2014-10-24 Doron Kukliansky , Ohad Shamir

Local approximations are popular methods to scale Gaussian processes (GPs) to big data. Local approximations reduce time complexity by dividing the original dataset into subsets and training a local expert on each subset. Aggregating the…

Machine Learning · Computer Science 2022-02-10 Hamed Jalali , Martin Pawelczyk , Gjergji Kasneci

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for…

Machine Learning · Computer Science 2010-06-07 Alexey Chernov , Fedor Zhdanov

Modern NLP systems require high-quality annotated data. In specialized domains, expert annotations may be prohibitively expensive. An alternative is to rely on crowdsourcing to reduce costs at the risk of introducing noise. In this paper we…

Computation and Language · Computer Science 2019-05-21 Yinfei Yang , Oshin Agarwal , Chris Tar , Byron C. Wallace , Ani Nenkova

We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…

Methodology · Statistics 2015-10-14 Haim Y. Bar , James G. Booth , Martin T. Wells

Predicting the efficacy of a drug for a given individual, using high-dimensional genomic measurements, is at the core of precision medicine. However, identifying features on which to base the predictions remains a challenge, especially when…

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , John Lafferty , Larry Wasserman

Advice-efficient prediction with expert advice (in analogy to label-efficient prediction) is a variant of prediction with expert advice game, where on each round of the game we are allowed to ask for advice of a limited number $M$ out of…

Machine Learning · Computer Science 2013-04-15 Yevgeny Seldin , Peter Bartlett , Koby Crammer

Providing accurate predictions is challenging for machine learning algorithms when the number of features is larger than the number of samples in the data. Prior knowledge can improve machine learning models by indicating relevant variables…

Artificial Intelligence · Computer Science 2017-01-17 Luana Micallef , Iiris Sundin , Pekka Marttinen , Muhammad Ammad-ud-din , Tomi Peltola , Marta Soare , Giulio Jacucci , Samuel Kaski