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Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…
We propose a communicationally and computationally efficient algorithm for high-dimensional distributed sparse learning. At each iteration, local machines compute the gradient on local data and the master machine solves one shifted $l_1$…
We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…
Incorporating sparsity priors in learning tasks can give rise to simple, and interpretable models for complex high dimensional data. Sparse models have found widespread use in structure discovery, recovering data from corruptions, and a…
Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…
This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…
This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
We present an information-theoretic framework for bounding the number of labeled samples needed to train a classifier in a parametric Bayesian setting. We derive bounds on the average $L_p$ distance between the learned classifier and the…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…
In this paper, we propose a model-based machine-learning approach for dual-polarization systems by parameterizing the split-step Fourier method for the Manakov-PMD equation. The resulting method combines hardware-friendly time-domain…
Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…
The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…
We consider a model for logistic regression where only a subset of features of size $p$ is used for training a linear classifier over $n$ training samples. The classifier is obtained by running gradient descent (GD) on logistic loss. For…
We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…
This paper addresses binary classification in scenarios where obtaining explicit instance level labels is impractical, by exploiting multiple weak labels defined on instance pairs. The existing SconfConfDiff classification framework relies…
In recent years, dense retrieval has been the focus of information retrieval (IR) research. While effective, dense retrieval produces uninterpretable dense vectors, and suffers from the drawback of large index size. Learned sparse retrieval…
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…