Related papers: A Statistical Learning Approach to Modal Regressio…

We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

Model-based reinforcement learning (MBRL) is a sample efficient technique to obtain control policies, yet unavoidable modeling errors often lead performance deterioration. The model in MBRL is often solely fitted to reconstruct dynamics,…

In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…

We develop a new classification framework based on the theory of coherent risk measures and systemic risk. The proposed approach is suitable for multi-class problems when the data is noisy, scarce (relative to the dimension of the problem),…

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Most high-dimensional estimation and prediction methods propose to minimize a cost function (empirical risk) that is written as a sum of losses associated to each data point. In this paper we focus on the case of non-convex losses, which is…

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Learning of matrix-valued data has recently surged in a range of scientific and business applications. Trace regression is a widely used method to model effects of matrix predictors and has shown great success in matrix learning. However,…

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…

Learning with rejection is an important framework that can refrain from making predictions to avoid critical mispredictions by balancing between prediction and rejection. Previous studies on cost-based rejection only focused on the…

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Nonlinear regression has been extensively employed in many computer vision problems (e.g., crowd counting, age estimation, affective computing). Under the umbrella of deep learning, two common solutions exist i) transforming nonlinear…

In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…