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SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is…

Machine Learning · Computer Science 2019-11-20 Shaofeng Zou , Tengyu Xu , Yingbin Liang

Simultaneous perturbation stochastic approximation (SPSA) is widely used in stochastic optimization due to its high efficiency, asymptotic stability, and reduced number of required loss function measurements. However, the standard SPSA…

Optimization and Control · Mathematics 2023-02-07 Zhichao Jia , Ziyi Wei , James C. Spall

There is a need for fast adaptation in spike sorting algorithms to implement brain-machine interface (BMIs) in different applications. Learning and adapting the functionality of the sorting process in real-time can significantly improve the…

Signal Processing · Electrical Eng. & Systems 2025-09-08 Tao Fang , Majid Zamani

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

Statistics Theory · Mathematics 2026-05-18 Guillaume Lecué , Zhifan Li , Zong Shang

To deal with high-dimensional unlabeled datasets in many areas, principal component analysis (PCA) has become a rising technique for unsupervised feature selection (UFS). However, most existing PCA-based methods only consider the structure…

Optimization and Control · Mathematics 2025-08-15 Xianchao Xiu , Chenyi Huang , Pan Shang , Wanquan Liu

We report an application of a simultaneous perturbation stochastic approximation (SPSA) algorithm to filtering systematic noise (SN) with non-zero mean value in photoemission data. In our analysis we have used a series of 50 single-scan…

Mathematical Physics · Physics 2009-11-13 D. S. Fedin , O. N. Granichin , Yu. S. Dedkov , S. L. Molodtsov

Feature selection (FS) is a process which attempts to select more informative features. In some cases, too many redundant or irrelevant features may overpower main features for classification. Feature selection can remedy this problem and…

Machine Learning · Computer Science 2013-06-07 A. Nisthana Parveen , H. Hannah Inbarani , E. N. Sathishkumar

Few-shot learning is an important research field of machine learning in which a classifier must be trained in such a way that it can adapt to new classes which are not included in the training set. However, only small amounts of examples of…

Machine Learning · Computer Science 2020-06-11 Andrei Boiarov , Oleg Granichin , Olga Granichina

Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are based on semi-definite programming (\textit{SDP}), which is generally…

Machine Learning · Computer Science 2019-12-03 Ke Ma , Jinshan Zeng , Qianqian Xu , Xiaochun Cao , Wei Liu , Yuan Yao

Simultaneous perturbation stochastic approximation (SPSA) has proven to be efficient for recursive optimization. SPSA uses a centered difference approximation to the gradient based on two function evaluations regardless of the dimension of…

Methodology · Statistics 2014-05-06 Xumeng Cao

Sparse Representation (SR) techniques encode the test samples into a sparse linear combination of all training samples and then classify the test samples into the class with the minimum residual. The classification of SR techniques depends…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Chun-Mei Feng , Yong Xu , Zuoyong Li , Jian Yang

In this work, we developed a new Bayesian method for variable selection in function-on-scalar regression (FOSR). Our method uses a hierarchical Bayesian structure and latent variables to enable an adaptive covariate selection process for…

Methodology · Statistics 2026-03-31 Pedro Henrique T. O. Sousa , Camila P. E. de Souza , Ronaldo Dias

Feature selection is a crucial step in developing robust and powerful machine learning models. Feature selection techniques can be divided into two categories: filter and wrapper methods. While wrapper methods commonly result in strong…

Machine Learning · Computer Science 2022-07-07 Jarne Verhaeghe , Jeroen Van Der Donckt , Femke Ongenae , Sofie Van Hoecke

Survey data can contain a high number of features while having a comparatively low quantity of examples. Machine learning models that attempt to predict outcomes from survey data under these conditions can overfit and result in poor…

Computation and Language · Computer Science 2023-08-22 Benjamin C. Warner , Ziqi Xu , Simon Haroutounian , Thomas Kannampallil , Chenyang Lu

Feature selection is an important part of building a machine learning model. By eliminating redundant or misleading features from data, the machine learning model can achieve better performance while reducing the demand on com-puting…

Machine Learning · Computer Science 2021-06-11 Song Tan , Xia He

In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible comparison. However, chance imbalance still exists in many…

Methodology · Statistics 2018-07-30 Yichen Qin , Yang Li , Wei Ma , Feifang Hu

We study the problem of feature selection in general machine learning (ML) context, which is one of the most critical subjects in the field. Although, there exist many feature selection methods, however, these methods face challenges such…

Machine Learning · Computer Science 2024-06-18 Mehmet Y. Turali , Mehmet E. Lorasdagi , Ali T. Koc , Suleyman S. Kozat

Breast cancer is not preventable because of its unknown causes. However, its early diagnosis increases patients' recovery chances. Machine learning (ML) can be utilized to improve treatment outcomes in healthcare operations while…

Machine Learning · Computer Science 2024-08-09 Kamyab Karimi , Ali Ghodratnama , Reza Tavakkoli-Moghaddam

Various unsupervised greedy selection methods have been proposed as computationally tractable approximations to the NP-hard subset selection problem. These methods rely on sequentially selecting the variables that best improve performance…

Machine Learning · Computer Science 2025-02-18 Federico Zocco , Marco Maggipinto , Gian Antonio Susto , Seán McLoone

Many feature subset selection (FSS) algorithms have been proposed, but not all of them are appropriate for a given feature selection problem. At the same time, so far there is rarely a good way to choose appropriate FSS algorithms for the…

Machine Learning · Computer Science 2014-02-05 Guangtao Wang , Qinbao Song , Heli Sun , Xueying Zhang , Baowen Xu , Yuming Zhou