Related papers: Cross-validation based Nonlinear Shrinkage

Many varieties of cross validation would be statistically appealing for the estimation of smoothing and other penalized regression hyperparameters, were it not for the high cost of evaluating such criteria. Here it is shown how to…

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

In this article we consider the Conditional Super Learner (CSL), an algorithm which selects the best model candidate from a library conditional on the covariates. The CSL expands the idea of using cross-validation to select the best model…

Support vector machines (SVM) is one of the well known supervised classes of learning algorithms. Furthermore, the conic-segmentation SVM (CS-SVM) is a natural multiclass analogue of the standard binary SVM, as CS-SVM models are dealing…

Artifact removal and filtering methods are inevitable parts of video coding. On one hand, new codecs and compression standards come with advanced in-loop filters and on the other hand, displays are equipped with high capacity processing…

A challenge in advancing Visual-Language Models (VLMs) is determining whether their failures on abstract reasoning tasks, such as Bongard problems, stem from flawed perception or faulty top-down reasoning. To disentangle these factors, we…

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix…

In this work we construct an optimal shrinkage estimator for the precision matrix in high dimensions. We consider the general asymptotics when the number of variables $p\rightarrow\infty$ and the sample size $n\rightarrow\infty$ so that…

Hyperparameter tuning plays a crucial role in optimizing the performance of predictive learners. Cross--validation (CV) is a widely adopted technique for estimating the error of different hyperparameter settings. Repeated cross-validation…

Multi-target linear shrinkage is an extension of the standard single-target linear shrinkage for covariance estimation. We combine several constant matrices - the targets - with the sample covariance matrix. We derive the oracle and a…

Visual saliency is a fundamental problem in both cognitive and computational sciences, including computer vision. In this CVPR 2015 paper, we discover that a high-quality visual saliency model can be trained with multiscale features…

Complex-valued Neural Networks (CVNNs) are often motivated by domains where information is naturally encoded in magnitude and phase. Yet complex-valued inputs alone do not determine when complex arithmetic improves learning: the label…

Convolutional Neural Networks (CNNs) are powerful models that achieve impressive results for image classification. In addition, pre-trained CNNs are also useful for other computer vision tasks as generic feature extractors. This paper aims…

Convolutional neural networks (CNNs) define the current state-of-the-art for image recognition. With their emerging popularity, especially for critical applications like medical image analysis or self-driving cars, confirmability is…

We address covariance estimation in the sense of minimum mean-squared error (MMSE) for Gaussian samples. Specifically, we consider shrinkage methods which are suitable for high dimensional problems with a small number of samples (large p…

Collective variable (CV) or order parameter based enhanced sampling algorithms have achieved great success due to their ability to efficiently explore the rough potential energy landscapes of complex systems. However, the degeneracy of…

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…