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The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…
We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
With the rapidly growing model complexity and data volume, training deep generative models (DGMs) for better performance has becoming an increasingly more important challenge. Previous research on this problem has mainly focused on…
The rapid growth of Large Language Models (LLMs) has been a driving force in transforming various domains, reshaping the artificial general intelligence landscape. However, the increasing computational and memory demands of these models…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…
Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than…
Linear regression models are among the models most used in practice, although the practitioners are often not sure whether their assumed linear regression model is at least approximately true. In such situations, only designs for which the…
Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…
Optimal designs are required to make efficient statistical experiments. D-optimal designs for some models are calculated by using canonical moments. On the other hand, integrable systems are dynamical systems whose solutions can be written…
Designing efficient optimizers for large language models (LLMs) with low-memory requirements and fast convergence is an important and challenging problem. This paper makes a step towards the systematic design of such optimizers through the…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of…
Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…
The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…
The gamma model is a generalized linear model for gamma-distributed outcomes. The model is widely applied in psychology, ecology or medicine. In this paper we focus on gamma models having a linear predictor without intercept. For a specific…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
We propose a unified framework to draw inferences for regression coefficients in a generalized linear model (GLM) following Lasso-based variable selection. We adapt to non-Gaussian GLMs a recently developed parametric programming strategy…
We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…