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In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic…

Statistics Theory · Mathematics 2018-11-20 Felix Abramovich , Vadim Grinshtein

The uncertainty quantification and error control of classifiers are crucial in many high-consequence decision-making scenarios. We propose a selective classification framework that provides an indecision option for any observations that…

Methodology · Statistics 2022-10-11 Bowen Gang , Yuantao Shi , Wenguang Sun

We consider the use of machine learning for hypothesis testing with an emphasis on target detection. Classical model-based solutions rely on comparing likelihoods. These are sensitive to imperfect models and are often computationally…

Machine Learning · Computer Science 2022-06-14 Tzvi Diskin , Uri Okun , Ami Wiesel

The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Mehmet Tolga Akan , Andrea Iannelli , Roy S. Smith

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We study the common continual learning setup where an overparameterized model is sequentially fitted to a set of jointly realizable tasks. We analyze forgetting, defined as the loss on previously seen tasks, after $k$ iterations. For…

Machine Learning · Computer Science 2026-01-05 Itay Evron , Ran Levinstein , Matan Schliserman , Uri Sherman , Tomer Koren , Daniel Soudry , Nathan Srebro

Machine-learning techniques are widely used in security-related applications, like spam and malware detection. However, in such settings, they have been shown to be vulnerable to adversarial attacks, including the deliberate manipulation of…

Machine Learning · Computer Science 2017-09-04 Ambra Demontis , Paolo Russu , Battista Biggio , Giorgio Fumera , Fabio Roli

In this paper, we address the problem of discriminative dictionary learning (DDL), where sparse linear representation and classification are combined in a probabilistic framework. As such, a single discriminative dictionary and linear…

Computer Vision and Pattern Recognition · Computer Science 2011-09-13 Bernard Ghanem , Narendra Ahuja

Conventional techniques for supervised classification constrain the classification rules considered and use surrogate losses for classification 0-1 loss. Favored families of classification rules are those that enjoy parametric…

Machine Learning · Statistics 2019-06-03 Santiago Mazuelas , Andrea Zanoni , Aritz Perez

Partial-label learning is a popular weakly supervised learning setting that allows each training example to be annotated with a set of candidate labels. Previous studies on partial-label learning only focused on the classification setting…

Machine Learning · Computer Science 2023-06-16 Xin Cheng , Deng-Bao Wang , Lei Feng , Min-Ling Zhang , Bo An

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…

Information Theory · Computer Science 2016-09-21 Evan Byrne , Philip Schniter

Learning with rejection (LWR) allows development of machine learning systems with the ability to discard low confidence decisions generated by a prediction model. That is, just like human experts, LWR allows machine models to abstain from…

Machine Learning · Computer Science 2019-11-05 Amina Asif , Fayyaz ul Amir Afsar Minhas

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…

Machine Learning · Computer Science 2017-11-28 Haotian Pang , Robert Vanderbei , Han Liu , Tuo Zhao

Off-policy deep reinforcement learning algorithms commonly compensate for overestimation bias during temporal-difference learning by utilizing pessimistic estimates of the expected target returns. In this work, we propose Generalized…

Machine Learning · Computer Science 2023-03-07 Edoardo Cetin , Oya Celiktutan

In real-world applications, one often encounters ambiguously labeled data, where different annotators assign conflicting class labels. Partial-label learning allows training classifiers in this weakly supervised setting, where…

Machine Learning · Computer Science 2025-10-27 Tobias Fuchs , Florian Kalinke , Klemens Böhm

We propose a generalized Sparse Representation- based Classification (SRC) algorithm for open set recognition where not all classes presented during testing are known during training. The SRC algorithm uses class reconstruction errors for…

Computer Vision and Pattern Recognition · Computer Science 2017-05-09 He Zhang , Vishal M. Patel