Related papers: Kernel Feature Selection via Conditional Covarianc…
We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…
We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…
We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such…
The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice…
This paper introduces an innovative method for conducting conditional independence testing in high-dimensional data, facilitating the automated discovery of significant associations within distinct subgroups of a population, all while…
To compress deep convolutional neural networks (CNNs) with large memory footprint and long inference time, this paper proposes a novel pruning criterion using layer-wised Ln-norm of feature maps. Different from existing pruning criteria,…
In this work, we study and analyze different feature selection algorithms that can be used to classify cancer subtypes in case of highly varying high-dimensional data. We apply three different feature selection methods on five different…
We study a compositional variant of kernel ridge regression in which the predictor is applied to a coordinate-wise reweighting of the inputs. Formulated as a variational problem, this model provides a simple testbed for feature learning in…
Kernel learning methods are among the most effective learning methods and have been vigorously studied in the past decades. However, when tackling with complicated tasks, classical kernel methods are not flexible or "rich" enough to…
Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…
In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…
In survival analysis, estimating the failure time distribution is an important and difficult task, since usually the data is subject to censoring. Specifically, in this paper we consider current status data, a type of data where all of the…
Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…
Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and…
Feature selection is an important process in machine learning and knowledge discovery. By selecting the most informative features and eliminating irrelevant ones, the performance of learning algorithms can be improved and the extraction of…
In machine learning and pattern recognition, feature selection has been a hot topic in the literature. Unsupervised feature selection is challenging due to the loss of labels which would supply the related information.How to define an…
We investigate the problem of algorithmic fairness in the case where sensitive and non-sensitive features are available and one aims to generate new, `oblivious', features that closely approximate the non-sensitive features, and are only…
Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…
Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…