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We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the covariates are chosen by maximizing Manski (1975, 1985)'s maximum score objective function subject to…

Methodology · Statistics 2018-05-18 Le-Yu Chen , Sokbae Lee

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the…

Data Structures and Algorithms · Computer Science 2022-02-09 Andrew Downie , Bahman Gharesifard , Stephen L. Smith

We consider the problem of classification of functional data into two groups by linear classifiers based on one-dimensional projections of functions. We reformulate the task to find the best classifier as an optimization problem and solve…

Methodology · Statistics 2017-08-29 David Kraus , Marco Stefanucci

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

Optimization and Control · Mathematics 2020-04-02 Simon Foucart

This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…

Computation · Statistics 2010-06-02 Nial Friel , Anthony N. Pettitt

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

In Bayesian statistics probability distributions express beliefs. However, for many problems the beliefs cannot be computed analytically and approximations of beliefs are needed. We seek a loss function that quantifies how "embarrassing" it…

Statistics Theory · Mathematics 2017-08-07 Reimar H. Leike , Torsten A. Enßlin

We consider estimating the predictive density under Kullback-Leibler loss in an $\ell_0$ sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along with its exact constant, asymptotically least favorable…

Statistics Theory · Mathematics 2015-06-04 Gourab Mukherjee , Iain M. Johnstone

The output scores of a neural network classifier are converted to probabilities via normalizing over the scores of all competing categories. Computing this partition function, $Z$, is then linear in the number of categories, which is…

Machine Learning · Statistics 2015-08-10 Pushpendre Rastogi , Benjamin Van Durme

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

Computer Vision and Pattern Recognition · Computer Science 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts…

Machine Learning · Computer Science 2013-11-12 P. Balamurugan , Shirish Shevade , Sundararajan Sellamanickam

This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…

Artificial Intelligence · Computer Science 2015-06-30 Wolfgang Gatterbauer , Dan Suciu

We introduce a new combinatorial structure: the superselector. We show that superselectors subsume several important combinatorial structures used in the past few years to solve problems in group testing, compressed sensing, multi-channel…

Data Structures and Algorithms · Computer Science 2010-10-07 Ferdinando Cicalese , Ugo Vaccaro

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…

Methodology · Statistics 2022-07-06 Shaogang Ren , Guanhua Fang , Ping Li

We study a family of problems, called \prob{Maximum Solution}, where the objective is to maximise a linear goal function over the feasible integer assignments to a set of variables subject to a set of constraints. When the domain is Boolean…

Computational Complexity · Computer Science 2011-11-10 Peter Jonsson , Fredrik Kuivinen , Gustav Nordh

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

We study the task of agnostic learning of multiclass linear classifiers under the Gaussian distribution. Given labeled examples $(x, y)$ from a distribution over $\mathbb{R}^d \times [k]$, with Gaussian $x$-marginal, the goal is to output a…

Machine Learning · Computer Science 2026-05-21 Ilias Diakonikolas , Giannis Iakovidis , Mingchen Ma
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