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This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

Applications based on Machine Learning models have now become an indispensable part of the everyday life and the professional world. A critical question then recently arised among the population: Do algorithmic decisions convey any type of…

Machine Learning · Statistics 2020-04-07 Philippe Besse , Eustasio del Barrio , Paula Gordaliza , Jean-Michel Loubes , Laurent Risser

Research has shown that, machine learning models might inherit and propagate undesired social biases encoded in the data. To address this problem, fair training algorithms are developed. However, most algorithms assume we know…

Machine Learning · Computer Science 2022-04-12 Mustafa Safa Ozdayi , Murat Kantarcioglu , Rishabh Iyer

Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…

Machine Learning · Statistics 2022-10-11 Takeyuki Sasai

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…

Machine Learning · Statistics 2017-10-18 Sheng Chen , Arindam Banerjee

Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…

Methodology · Statistics 2025-09-04 Kejin Wu , Dimitris N. Politis

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

Model pruning is a popular approach to enable the deployment of large deep learning models on edge devices with restricted computational or storage capacities. Although sparse models achieve performance comparable to that of their dense…

Random non-linear Fourier features have recently shown remarkable performance in a wide-range of regression and classification applications. Motivated by this success, this article focuses on a sparse non-linear Fourier feature (NFF) model.…

Machine Learning · Statistics 2020-02-13 Ayca Ozcelikkale

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

We develop a new framework for learning variational autoencoders and other deep generative models that balances generative and discriminative goals. Our framework optimizes model parameters to maximize a variational lower bound on the…

Machine Learning · Computer Science 2020-12-15 Gabriel Hope , Madina Abdrakhmanova , Xiaoyin Chen , Michael C. Hughes , Michael C. Hughes , Erik B. Sudderth

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. When the amounts of training data for the subgroups are not controlled carefully, under-representation bias arises. We…

Machine Learning · Computer Science 2022-09-07 Quan Zhou , Jakub Marecek , Robert N. Shorten

In many real-world regression tasks, the data distribution is heavily skewed, and models learn predominantly from abundant majority samples while failing to predict minority labels accurately. While imbalanced classification has been…

Machine Learning · Computer Science 2025-09-30 Shayan Alahyari

This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…

Machine Learning · Computer Science 2020-11-16 Maria-Florina Balcan , Nika Haghtalab

In many signal processing applications, including communications, sonar, radar, and localization, a fundamental problem is the detection of a signal of interest in background noise, known as signal detection [1] [2]. A simple version of…

Signal Processing · Electrical Eng. & Systems 2025-12-16 Tom Anders , Hiten Prakash Kothari , R. Michael Buehrer

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami