Related papers: Conditional Sparse $\ell_p$-norm Regression With O…

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $\ell_p$ norm, or from a broad class of hinge-like loss functions, which includes the logistic and ReLU losses. We show that for sparse…

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…

We study the theoretical properties of learning a dictionary from $N$ signals $\mathbf x_i\in \mathbb R^K$ for $i=1,...,N$ via $l_1$-minimization. We assume that $\mathbf x_i$'s are $i.i.d.$ random linear combinations of the $K$ columns…

Quantifying uncertainty in predictions or, more generally, estimating the posterior conditional distribution, is a core challenge in machine learning and statistics. We introduce Convex Nonparanormal Regression (CNR), a conditional…

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…

We prove a new structural lemma for partial Boolean functions $f$, which we call the seed lemma for DNF. Using the lemma, we give the first subexponential algorithm for proper learning of DNF in Angluin's Equivalence Query (EQ) model. The…

Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally…

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

We present a new machine learning technique for training small resource-constrained predictors. Our algorithm, the Sparse Multiprototype Linear Learner (SMaLL), is inspired by the classic machine learning problem of learning $k$-DNF Boolean…

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,…

One of the crucial tasks in many inference problems is the extraction of sparse information out of a given number of high-dimensional measurements. In machine learning, this is frequently achieved using, as a penality term, the $L_p$ norm…

Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…

We study a weaker formulation of the nullspace property which guarantees recovery of sparse signals from linear measurements by l_1 minimization. We require this condition to hold only with high probability, given a distribution on the…

The fully connected conditional random field (CRF) with Gaussian pairwise potentials has proven popular and effective for multi-class semantic segmentation. While the energy of a dense CRF can be minimized accurately using a linear…

We investigate the problem of classification in the presence of unknown class-conditional label noise in which the labels observed by the learner have been corrupted with some unknown class dependent probability. In order to obtain finite…

Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…